6.3 How to Implement the Operational Risk Management Proposal ...
6.3 How to Implement the Operational Risk Management Proposal ...
6.3 How to Implement the Operational Risk Management Proposal ...
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The Standardized Approach of CBRCThe <strong>to</strong>tal capital charge canbe expressed asKTSA=∑8{ GIjk× β ,0}∑3maxj= 1k=1k3No Big Difference!Standardized Approach Beta Fac<strong>to</strong>rsBusiness LinesBeta Fac<strong>to</strong>rsCorporate Finance 18%Trading & Sales 18%Retail Banking 12%Commercial Banking 15%Payments & Settlements 18%Agency Services 15%Asset <strong>Management</strong> 12%Retail Brokerage 12%O<strong>the</strong>r Business 18%2009-1-13 15•The Alternative StandardizedApproach of CBRCTwo Choices under CBRC ASAOne is <strong>the</strong> same as ASA under Basel II, <strong>the</strong> o<strong>the</strong>ris pretty much a short version.ASA Beta Fac<strong>to</strong>rsBusiness Lines Beta Fac<strong>to</strong>rsRetail Banking 12%*3.5%*aloCommercial Bankin 15%*3.5%*aloO<strong>the</strong>r Business 18%2009-1-13 16•8
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