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Shvoong Home>Business & Economy>Small Business & Entrepreneurship>Assessing the Impact of Operational Risk Capital Charge Under Baseli Summary

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Assessing the Impact of Operational Risk Capital Charge Under Baseli

Academic Paper Review by: Romi143    

Original Author: Ahmer Nehal
Being in process of establishing an Operational Risk Management framework at a Bank that will span across all of its branches
and subsidiaries. It is required to categorize and map our business lines data into Basel II prescribed business lines.
For such purpose the Banks organization’s income is divided into the following eight business lines:
1. Corporate finance;
2. Trading & sales;
3. Retail banking;
4. Commercial banking;
5. Payment & settlement;
6. Agency services;
7. Asset management; and
8. Retail brokerage.
Banks will have to assess the impact of the operational risk capital charge under the new Basel II guidelines for the Standardized Approach. For each business line, gross income is a broad indicator that serves as a proxy for the scale of business operations and thus the likely scale of operational risk exposure within each of the business lines.
Taking a typical example - We have detailed information relating to each of the eight business lines (please follow your Central Bank guide lines and Basel Accord) below. Please observe the definitions below as these do differ from Bank to Bank.
1. Corporate Finance
o Corporate Finance
o Municipal/Government Finance
o Merchant Banking
o Advisory Services
Activities
Mergers and acquisitions, underwriting, privatizations, securitization, research, debt government, high yield), equity, syndications, IPO, secondary private placements.
2. Trading & Sales
o Sales
o Market Making
o Proprietary Positions
o Treasury
Activities
Fixed income, equity, foreign exchanges, commodities, credit, funding, own position securities, lending and repos, brokerage, debt, prime brokerage
3. Retail Banking
o Retail Banking
o Private Banking
o Card Services

Activities

Retail lending and deposits, banking services, trust and estates.
Private lending and deposits, banking services, trust and estates, investment advice.
Merchant/commercial/corporate cards, private labels and retail.
4. Commercial Banking
The activities are
Activities
Project finance, real estate, export finance, trade finance, factoring, leasing, lending, guarantees, bills of exchange.
5. Payment and Settlement
o External Clients
Activities
Payments and collections, funds transfer, clearing and & Settlement.
6. Agency Services
o Custody
o Corporate Agency
o Corporate Trust
Activities
Escrow, depository receipts, securities lending (customers) corporate actions.
Issuer and paying agents.
7. Asset Management
o Discretionary Fund Management
o Non-Discretionary Fund Management
Activities
Pooled, segregated, retail, institutional, closed, open, private Equity.
Pooled, segregated, retail, institutional, closed, open.
8. Retail Brokerage
The Activities
Activities
Execution and full service.
Published: September 20, 2009
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