| Operational Risk Management in Financial Services and the new Basel Accord | Upravljanje operativnim rizikom u sektoru finansijskih usluga i novi bazelski sporazum |
| Management, [pdf] | Menadžment, [pdf] |
| ID: 7.2009.52.2 Number: 52 Volume: XIV Month: 9 Year: 2009 UDC: 005.334 [tmx] [bow] |
Vesna Bogojević Arsić
Institution: Fakultet organizacionih nauka | Vesna Bogojević Arsić
Institucija: Faculty of Organizational Sciences |
Abstract
Today's turbulent financial markets, growing regulatory environments, and increasingly complex financial systems
have led risk managers to realize the importance of measuring and managing Operational Risk. According
to the Basel Committee on Banking Supervision, Operational Risk is the risk of direct or indirect loss resulting
from inadequate or failed internal processes, people, and systems or from external events. Infrastructure failures
(e.g., information technology, terrorist attacks), fraud (e.g., rogue trading), legal and regulatory risks (e.g., fines),
have become the motivators behind the move to proactively manage Operational Risk in large Financial Services
Institutions. In this paper we provide an up to date critical review of the most fundamental issues on Operational
Risk Management, e.g., methodology, data collection, analytics, implementation, based on practical experience. | Apstrakt
Menadžeri rizika u uslovima savremenog turbulentnog finansijskog tržišta, regulatornog okruženja i sve kompeksnijeg finansijskog sistema sve više shvataju značaj merenja i upravljanja operativnim rizikom u skladu sa preporukama
u pogledu bankarske supervizije Komiteta iz Bazela. Operativni rizik je rizik ostvarenja direktnog ili
indirektnog gubitka usled neadekvatnih ili neuspešnih internih procesa, ljudi i sistema ili usled eksternih
događaja. Loša infrastruktura (npr. informaciona tehnologija, teroristički napadi), prevara, zakonski i regulatorni
rizici su uslovili potrebu aktivnijeg upravljanja operativnim rizikom u velikim finansijskim institucijama.
Rad daje kriti~ki osvrt na osnovna pitanja upravljanja operativnim rizikom, odnosno na metodologiju, prikupljanje
podataka, analitiku i primenu zasnovanu na praktičnom iskustvu u ovoj oblasti. |
| Pages: 15-22 | Strane: 15-22 |