Operational Risk Measurement by Banks: A Review of the Literature

Banche E Banchieri, Vol. 3, 2002

Posted: 30 Apr 2003 Last revised: 21 Jan 2015


Both banking supervision authorities and banking institutions have recently showed their interest in operational risk measurement and management techniques. In fact, Basle Committee on Banking Supervision, within the New Basel Capital Accord, recently proposed the introduction of a specific capital charge for operational risk exposure. This paper presents a review of the literature on the modelling techniques proposed for measuring and monitoring operational risk in financial institutions.

Keywords: rischi operativi, operational risk

JEL Classification: G2

Suggested Citation

Bologna, Pierluigi, Operational Risk Measurement by Banks: A Review of the Literature. Banche E Banchieri, Vol. 3, 2002. Available at SSRN: https://ssrn.com/abstract=368129

Pierluigi Bologna (Contact Author)

Bank of Italy ( email )

Via Nazionale 91
Rome, 00184

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