كتاب روابط اجتياز لـ C. Alternative Standardised Approach
C. Alternative Standardised Approach
C 52/2017 STA يسري تنفيذه من تاريخ 1/4/2021The following table shows how to calculate the capital charge for operational risk using the Alternative Standardised Approach.
Business line | Beta factor | Exposure Indicator* | Capital requirement** | |||||
Year 1 | Year 2 | Year 3 | Year 1 | Year 2 | Year 3 | Average | ||
Corporate finance | 18% | 250 | 300 | 200 | 45 | 54 | 36 | |
Trading and sales | 18% | 100 | -70 | -80 | 18 | -12.6 | -14.4 | |
Retail banking | 12% | 700*** | 875*** | 945*** | 84 | 105 | 113.4 | |
Commercial banking | 15% | 875*** | 910*** | 980*** | 131.25 | 136.5 | 147 | |
Payment and settlement | 18% | 300 | 350 | 300 | 54 | 63 | 54 | |
Agency services | 15% | 75 | 50 | 45 | 11.25 | 7.5 | 6.75 | |
Asset management | 12% | 50 | -100 | -20 | 6 | -12 | -2.4 | |
Retail brokerage | 12% | 150 | 100 | 80 | 18 | 12 | 9.6 | |
Total Gross Income | 2,500 | 2,415 | 2,450 | |||||
Aggregate Capital Requirement | 367.5 | 353.4# | 349.95 | 356.95## |
*Gross income/loans & advances x m
**Exposure indicator (GI or LA x m) x β
***Outstanding loans and advances x m (0.035)
# Sum of eight capital charges for the year
## Three year average capital charge