Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Critical evaluation of operational risk tools used in regulatory capital calculations
Dissertation (MBA)--University of Pretoria, 2012.
Saved in:
| Other Authors: | |
|---|---|
| Format: | Thesis |
| Published: |
University of Pretoria
2013
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
| _version_ | 1867613675338072064 |
|---|---|
| access_status_str | Open Access |
| author2 | Moyo, Solomon |
| author_browse | Moyo, Solomon |
| author_facet | Moyo, Solomon |
| collection | Thesis |
| dc_rights_str_mv | © 2011, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. |
| description | Dissertation (MBA)--University of Pretoria, 2012. |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/26522 |
| institution | University of Pretoria (South Africa) |
| last_indexed | 2026-06-10T12:39:54.964Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2013 |
| publishDateRange | 2013 |
| publishDateSort | 2013 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/26522 Critical evaluation of operational risk tools used in regulatory capital calculations Moyo, Solomon ichelp@gibs.co.za Modiha, Pulane UCTD Key risk indicators Risk scenarios Internal and external loss data Basel ii framework Risk and control self assessments Internal audit findings Dissertation (MBA)--University of Pretoria, 2012. Bank failures during recent years continue to cause stakeholders to question how board and senior management are overseeing and managing Operational Risk. This research evaluated the use of Operational Risk tools by South African banks who have adopted Advanced Measurement Approach (AMA) for management and calculation of Operational Risk capital, based on the Basel II requirements (Bank for International Settlements, 2006). The research was conducted under the assumption that when Operational Risk tools are adopted and used as prescribed by the Basel II Framework, it will lead to enhanced risk management practices and allow banks to identify emerging risks where controls can be designed to mitigate risks from materialising. This study was conducted using a quantitative method – the survey was sent to Operational Risk managers in the main segments of 3 South African AMA banks (ABSA, FIRSTRAND and NEDBANK), and senior managers in the group Operational Risk departments. The study found that Operational Risk tools are used and have been implemented as per Basel II requirements even though there are minor gaps. These tools have also been integrated in day-to-day processes; however there are some improvements required when it comes to a full integration and the use of the tools in the decision making processes. Gordon Institute of Business Science (GIBS) unrestricted 2013-09-07T06:26:01Z 2012-09-27 2013-09-07T06:26:01Z 2012-03-08 2012-09-27 2012-07-21 Dissertation Modiha, P 2011, Critical evaluation of operational risk tools used in regulatory capital calculations, MBA dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/26522 > F/12/4/720/zw http://hdl.handle.net/2263/26522 http://upetd.up.ac.za/thesis/available/etd-07212012-192025/ © 2011, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria |
| spellingShingle | UCTD Key risk indicators Risk scenarios Internal and external loss data Basel ii framework Risk and control self assessments Internal audit findings Critical evaluation of operational risk tools used in regulatory capital calculations |
| title | Critical evaluation of operational risk tools used in regulatory capital calculations |
| title_full | Critical evaluation of operational risk tools used in regulatory capital calculations |
| title_fullStr | Critical evaluation of operational risk tools used in regulatory capital calculations |
| title_full_unstemmed | Critical evaluation of operational risk tools used in regulatory capital calculations |
| title_short | Critical evaluation of operational risk tools used in regulatory capital calculations |
| title_sort | critical evaluation of operational risk tools used in regulatory capital calculations |
| topic | UCTD Key risk indicators Risk scenarios Internal and external loss data Basel ii framework Risk and control self assessments Internal audit findings |
| url | http://hdl.handle.net/2263/26522 http://upetd.up.ac.za/thesis/available/etd-07212012-192025/ |