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Archive » July / August 2013 » Framework for Minimum Capital Requirements for Operational Risk in comparison with Operational Risk Losses: analysis of Dipo data

Framework for Minimum Capital Requirements for Operational Risk in comparison with Operational Risk Losses: analysis of Dipo data

Dipo Technical Secretariat
July / August 2013
Jel codes: G21, G28

An analysis of Dipo (Italian Database for Operational Losses) data shows that the current regulatory requirements in terms of capital loss absorption capacity are prudent and sound. As a result, an indiscriminate increase in minimum capital requirement for operational risk does not seem necessary and a more persuasive and internationally coordinated supervisory action could be more effective.

 

 

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