What Basel III: Finalising post-crisis reforms - Operational risk framework (Revised Standardised Approach) requires
This regulation establishes a single, non-model-based method, the Standardised Approach (SA), for calculating operational risk capital requirements for all internationally active banks. As outlined in the framework (MAR30), banks must calculate their capital charge using a formula that combines a Business Indicator Component (BIC), derived from financial statement items, and an Internal Loss Multiplier (ILM), which is a function of the bank's historical internal operational loss experience.
Pillar: Banking & Global Finance · Authority: Basel Committee on Banking Supervision (BCBS) · Version: 1.0.0 · Last updated:
Primary source: https://www.bis.org/bcbs/publ/d424.htm
SHA-256 integrity: 7966edeed1364f188ce3525df3465cdf33e933e71370845f29c713594b0c940f
Primary Citations — 7 traced to source
- BCBS, Basel III: Finalising post-crisis reforms, December 2017, MAR30.4: Calculation of operational risk capital (ORC)
- BCBS, Basel III: Finalising post-crisis reforms, December 2017, MAR30.5: Calculation of the Business Indicator Component (BIC)
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