2011
DOI: 10.5296/jpag.v1i1.784
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Calculating Operational Risk Capital Charges for Indonesian Rural Banks

Abstract: In January 2001, the Basel Committee on Banking Supervision published a proposal for a new capital framework, the "New Basel Capital Accord (Basel 11)" thus replacing Basel 1. One of the major motivations in the proposal is the introduction of explicit capital charge for operational risks in the business activities of banks. The objective of this paper is to estimate operational risk capital charge using historical data for 77 rural banks in Indonesia for a three-year period, 2006 to 2008. This study uses thre… Show more

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Cited by 3 publications
(7 citation statements)
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“…We also use the BIA to measure operational risk as adopted by Mongid and Tahir (2011) in their study. Adopting this approach for operational risk, banks need to hold capital of a fixed percentage (denoted alpha) of positive annual gross income equal to the average over the previous three years.…”
Section: The Research Methodologymentioning
confidence: 99%
“…We also use the BIA to measure operational risk as adopted by Mongid and Tahir (2011) in their study. Adopting this approach for operational risk, banks need to hold capital of a fixed percentage (denoted alpha) of positive annual gross income equal to the average over the previous three years.…”
Section: The Research Methodologymentioning
confidence: 99%
“…Cara mendaftar sebagai mitra bisnis pun tergolong mudah, sehingga seluruh menu dan produk makanan yang dijual oleh rumah makan secara otomatis terdaftar dalam menu di aplikasi (Tumpuan, 2020). (Mongid & Notodihardjo, 2011).…”
Section: Berdasarkanunclassified
“…(1) kurangnya kerangka komprehensif dalam bentuk kebijakan terhadap pengembangan UMKM, (2) Terlalu banyak lembaga untuk UMKM tanpa koordinasi yang efektif, (3) UMKM di Malaysia masih menempati tanah atau situs yang tidak disetujui untuk digunakan untuk keperluan industry, (4) Underutilization bantuan teknis, layanan konsultasi dan insentif lainnya yang dimiliki oleh pemerintah dan lembaga-lembaganya, (5) Ada kekurangan tenaga kerja terampil dan berbakat, yang mempenga ruhi kualitas produksi serta efisiensi dan produktivitas, dan, (6) kekurangan dalam pemanfaatan berbagai insentif yang diberikan oleh promosi UU Investasi tahun 1986 dan Act 1967 Pajak Penghasilan (Mongid & Notodihardjo, 2011).…”
Section: Perkembangan Umkm DIunclassified
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