Stellungnahme DK zur Konsultation des Baseler Ausschusses zur Überarbeitung des Standardansatzes für operationelle Risiken

5. Januar 2015

Das Konsultationspapier des Baseler Ausschuss unterbreitet Vorschläge zur Überarbeitung des Standardansatzes für die Ermittlung der Eigenkapitalunterlegung operationeller Risiken.

Aus der Stellungnahme:
On 6 October 2014, the Basel Committee on Banking Supervision published a consultative document proposing to replace the existing three Standardised Approaches (BIA, TSA, ASA) by a single new Standardised Approach. One of the reasons for the revision carried out by the Basel Committee was the fact that capital requirements for operational risk had proven inadequate in the wake of the financial crisis. According to the analyses carried out by the Committee, this applied in particular to larger and more complex banks.

Whilst we understand the intentions of the Basel Committee, with regard to increasing capital requirements for operational risk, we would like to point out that the level of risk an institution is exposed to usually depends on the products, business activities and the legal framework of the respective bank. We can no longer reconcile this relationship in the proposed revised Standardised Approach – or the approach implies that such a relationship does not exist. […]

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