Systém řízení operačního rizika a jeho dopad na kapitálové požadavky v bankovním sektoru

In the contemporary banking environment, operational risk has become one of the most significant and closely monitored risk categories. Unlike credit and market risk, operational risk is inherent in all banking products, activities, processes, and systems and therefore cannot be eliminated entirely. This thesis examines the impact of the new standardised approach (SA) for measuring operational risk, introduced under Basel IV and transposed into EU legislation through CRR III, on the capital requirements of major EU banks. Its aim is to critically evaluate how the SA affects the operational risk capital requirement of selected banks and to quantify its effects on their capital adequacy. For the purpose of the research, a quantitative recalculation model of the SA is constructed for seven major EU banks over the financial years 2018-2025, combining the business indicator components disclosed under the Pillar 3 report with reconstructed figures for the earlier years. This thesis thereby demonstrates a shift to a simpler, non-model-based method for calculating operational risk capital requirement.