The Basel II accord includes minimum capital charges for credit risk, market risk and operational risk. Operational risk tends to be the smallest risk for banks. The capital charge calculation is straightforward and easy. In this video we discuss the basic and standardised approaches and show how to perform this capital charge calculation in Excel.
Good luck!
André Koch, Stachanov Solutions & Services
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Basel,Basel accord,Capital treaty,operational risk,risk modelling,capital charge,Basic approach,Excel,standardised approach,Stachanov,Stachanov Solutions & Services,André Koch,Risk management,GOI,MAX,Max function excel,economic capial
