New Approaches to Modelling Operational Risk in the Light of the Basel II Accord

根据巴塞尔 II 协议对操作风险进行建模的新方法

• 批准号: DP0878954
• 负责人: Prof Imad Moosa
• 金额: $ 10.9万
• 依托单位: RMIT University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2008
• 资助国家: 澳大利亚
• 起止时间: 2008-01-01 至 2013-06-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0878954
• 关键词: New; Approaches; Modelling; Operational; Risk

The outcome of this project will be useful for Australian banks, because they will be required by the Basel II Accord to calculate capital to be held against operational risk. The benefits will accrue to Australian banks as the results should help them understand the effects of operational risk and how to manage it more effectively. The benefits will also accrue to the Australian Prudential Regulatory Authority, by providing some guidelines on the implementation of the Accord. The outcome of this project, which quantifies the risks due to crime and terrorism, will be useful for the Australian community at large.

该项目的结果将对澳大利亚的银行有用，因为根据巴塞尔协议II，它们将被要求计算针对操作风险持有的资本。这些好处将惠及澳大利亚的银行，因为结果应该有助于它们了解操作风险的影响，以及如何更有效地管理操作风险。澳大利亚审慎监管局也将从中受益，为协议的实施提供一些指导方针。该项目量化了犯罪和恐怖主义造成的风险，其结果将对整个澳大利亚社区有所帮助。