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Disclosure of Operational Risks Under the Basel Committee Recommendations: A Study of Banks with Commercial Portfolios in Brasil
Company: Universidade Federal do Paraná
Company Url: Click here to open
Year Of Publication: 2005
Month Of Publication: December
Pages: 209
Download Count: 10
View Count: 1663
Comment Num: 0
Language: Portugese
Source: thesis
Who Can Read: Free
Date: 12-15-2010
Publisher: Administrator
Summary
Operational risk is a type of financial risk that banks mobilize the country and abroad, mainly due to fraud and scandals in recent years.
'Basel II' contemplates that risk at the level of international analysis. In Brazil, Communiqué 12,746, Central Bank of Brazil, 2004, signaled it will require the bank regulatory capital for that risk. This study aimed to ascertain the level of disclosure of operational risk of the 24 largest banks with commercial portfolios that worked in Brazil between 2003 and 2004. Alternative levels were checked
release of 09 foreign banks, headquarters of banks in the country under foreign control who participated in the study. We used the technique of content analysis, with examination of
Annual reports and other dissemination tools, using framework analysis
composed of nine categories and eighteen subcategories based on recommendations of Basel Committee contained in Pillar 3 of Basel II, "Practice for the Management and Supervision of Operational Risk ', the theoretical review and research that was collected from professional opinion regarding categories. Nonparametric tests were used (Wilcoxon and
Author(s)
Alves, Carlos A. de Melo Sign in to follow this author
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