About this document
RWA Calculation for Operational Risk by pibramasta is a document available to read on EtoBox.
The document outlines the Basic Indicator Approach for calculating capital requirements for operational risk, requiring banks to hold capital equal to a fixed percentage of positive annual gross income averaged over the previous three years. It defines gross income and specifies exclusions for the calculation. Additionally, it states that risk-weighted assets for operational risk are determined by multiplying the capital requirements by 12.5.
- Author
- pibramasta
- Language
- EN