This thesis is aimed at issues of the first pillar of Basel II in relation to operational risk. At the beginning, particular approaches to calculating the capital requirement for operational risk are described in detail. Special attention is paid to implementation of specific types of models within framework of advanced AMA approach. The next part is focused on capital adequacy and capital requirements for operational risk within framework of Czech banking sector. Approaches to operational risk ... zobrazit celý abstraktThis thesis is aimed at issues of the first pillar of Basel II in relation to operational risk. At the beginning, particular approaches to calculating the capital requirement for operational risk are described in detail. Special attention is paid to implementation of specific types of models within framework of advanced AMA approach. The next part is focused on capital adequacy and capital requirements for operational risk within framework of Czech banking sector. Approaches to operational risk management of three selected banks are described and their situation in terms of capital requirement evolution is analysed in the thesis. Finally, a validity of the proposition that one of the main reasons for implementing standardized and advanced approaches to capital requirement calculation is an effort for overall reduction in this requirement is verified using example of the banks. |