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Title: Basel II Operational Risks: Study Applied for Financial State of Rio Grande do Sul, Brazil
Authors: Edeni Malta da Silva ; Maria Emilia Camargo
DOI:
Aff: University of Caxias do Sul, Graduate Program in Management, Caxias do Sul. Brazil
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Keywords: Operational Risks; Basel II; Processes Mapped; Financial Organization; Time Series; Probability
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Abstract:This Over time, financial activities became complex and risks originate associated with this scenario, among which, the operational risk. Operational risk, by definition, results from loss in internal organizational processes, people failures, inadequate systems or of fraud. So, to regulate the risk environment and maintain the financial health of financial institutions, the Basel II Accord, edited in 2004, brought parameters defining assumptions and models for the management of risks and, in particular, the operational risk. The Brazil, in turn, joined the Basel II and established the first half of 2013 to capital requirements, to cover operational risks, to take effect. In this line, this study presents an exploratory research, applied in financial Rio Grande do Sul, with the use of statistical techniques (descriptive, time series and probability calculations), combined with the model equations of Basel, where they identify the operational risk management structures, the loss of an operational nature and the models of Basel used by RS's financial; as well, the results of the combination of operational losses with the allocated volumes of capital. Finally, it is concluded that the Models used by Financial Basel surveyed, are at odds with the realities of operational losses experienced therefore suggesting recommendations and improvements in future works