SCENARIO ANALYSIS FOR BASEL II OPERATIONAL RISK MANAGEMENT

摘要

The New Basel Capital Accord requires financial institutions to include operational risk with the traditional categories of credit risk and market risk that are currently used to estimate capital requirements. Scenario analysis can be an indispensable part of an effective operational risk management program, if carefully designed and integrated into an institution's framework for risk measurement and management. BearingPoint's professionals have identified key factors in designing and implementing effective scenario analysis programs for large financial organizations.