Risk-Oriented Approach to Determining Bank’s Capital Size according to Requirements of Basel Committee on Banking Supervision
Risk-Oriented Approach to Determining Bank’s Capital Size according to Requirements of Basel Committee on Banking Supervision

Summary/Abstract: The article establishes that it is necessary to introduce capital requirements for the Basel Committee on Banking Supervision to improve the regulation of banking activities. The conducted experiment on calculation of the bank's capital for operational risk with different methods showed non-profitability of the results, which requires further improvement of the processes of changes in the banking regulation system based on the Basel regulations. According to the calculations, there is a certain difference between the amounts of necessary reserves for bank’s operational risk. At the same time, using different methods of calculation, we can see various trends over the last three years.

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