Basel II's Three Approaches to Operational Risk Management

The operational risk requirements of Basel IImust be an integral part of the process of monitoring
proposes three measurement methodologies forand controlling the bank's operational risk profile. This
calculating the operational risk capital charges. Theseinformation must play a major role in risk reporting,
are the Basic Indicator Approach, the Standardizedmanagement reporting, internal capital allocation, and
Approach and the Advanced Measurementrisk analysis.-Operational risk exposures and loss
Approach.Under the Basic Indicator Approach banksexperience must be reported regularly to business
must hold capital for operational risk equal to theunit management, senior management, and to the
average over the previous three years of a fixedboard of directors.-The bank's operational risk
percentage (15% for this approach) of positivemanagement system must be well documented and
annual gross income (figures in respect of any year inthe bank must have a routine in place for ensuring
which annual gross income was negative or zero arecompliance with a documented set of internal policies,
excluded).Although no specific criteria are set out forcontrols and procedures concerning the operational
use of the Basic Indicator Approach, banks using thisrisk management system, which must include policies
method are encouraged to comply with thefor the treatment of noncompliance issues.-Internal
Committee's guidance on "Sound Practices for theand/or external auditors must perform regular
Management and Supervision of Operational Risk"reviews of the operational risk management
(BIS; February 2003). These principles require:-Aprocesses and measurement systems. This review
hands on approach in the creation of an appropriatemust include both the activities of the business units
risk management environment,-Positive actions in theand of the independent operational risk management
identification, assessment, monitoring and control offunction.-The validation of the operational risk
operational risk,-Adequate public disclosure.Under themeasurement system by external auditors and/or
Standardized Approach a bank's activities are dividedsupervisory authorities must include the verification
into eight business lines. Within each business line,that the internal validation processes are operating in
gross income is a broad indicator that serves as aa satisfactory manner; and making sure that data
stand-in for the level of business operations andflows and processes associated with the risk
therefore the probable size of operational riskmeasurement system are transparent and accessible.
exposure within each of these business lines. TheIn particular, it is necessary that auditors and
capital charge for each business line is calculated bysupervisory authorities are in a position to have easy
multiplying gross income by a factor (called theaccess, whenever they judge it necessary and under
"beta") assigned to that business line. The betaappropriate procedures, to the system's
serves as a substitute for the industry-widespecifications and parameters.Because the analytical
relationship between the operational risk lossapproaches for operational risk continue to evolve
experience for a given business line and thethe approach or distributional assumptions used to
aggregate level of gross income for that business line.generate the operational risk measure for regulatory
The business lines and the beta factors range fromcapital purposes is not being specified by the Basel
12% for "retail banking", "asset management" andCommittee. A bank must however be able to show
"retail brokerage"; 15% for "commercial banking" andthat its approach captures potentially severe 'tail' loss
"agency services" to 18% for "corporate finance",events. Irrespective of the approach is used, a bank
"trading & sales" and "payment & settlement".Themust demonstrate that its operational risk measure
total capital charge is calculated as the three-yearmeets a soundness standard comparable to that of
average of the simple summation of the regulatorythe internal ratings-based approach for credit
capital charges across each of the business lines inrisk.Based on this, bank supervisors will require the
each year. In any given year, a negative capitalbank to calculate its regulatory capital requirement as
charges (as a result of negative gross income) in anythe sum of expected loss (EL) and unexpected loss
business line may offset positive capital charges in(UL), unless the bank can demonstrate that it is
other business lines without limit.At nationaladequately capturing EL in its internal business
supervisory level, the supervisor can choose to allowpractices (to base the minimum regulatory capital
a bank to use the Alternative Standardized Approachrequirement on UL alone, the bank must be able to
(ASA) provided the bank is able to satisfy itsdemonstrate to the satisfaction of its national
supervisor that this alternative approach provides ansupervisor that it has measured and accounted for its
improved basis for measurement of risks. Under theEL exposure).A bank needs to have a credible,
ASA, the operational risk capital charge/methodologytransparent, well-documented and verifiable approach
is the same as for the Standardized Approachfor weighting these basic elements in its overall
except that two business lines - "retail banking" andoperational risk measurement system.Internal loss
"commercial banking" where a fixed factor 'm' -data is critical to linking a bank's risk estimates to its
replaces gross income as the exposure indicator andactual loss experience. Such data is most relevant
is related to the extent of loans granted in thesewhen it is clearly linked to a bank's current business
areas.Under the Advanced Measurement Approachesactivities, technological processes and risk
(AMA) the regulatory capital requirement equals themanagement procedures. To do this a bank must
risk measure generated by the bank's internalhave documented procedures for assessing the
operational risk measurement system using specificon-going relevance of historical loss data, including
quantitative and qualitative criteria. Use of the AMA isthose situations in which judgment overrides or other
subject to supervisory approval.Supervisory approvaladjustments may be used, to what extent they may
has to be conditional on the bank being able to showbe used and who is authorized to make such
to the satisfaction of the supervisory authority thatdecisions. Internally generated operational risk
the allocation mechanism for these subsidiaries ismeasures used for regulatory capital purposes must
appropriate and can be supported empirically. Thebe based on a minimum five-year observation period
quantitative standards that apply to internallyof internal loss data. However, when the bank first
generated operational risk measures for purposes ofmoves to the AMA, a three-year historical data
calculating the regulatory minimum capital charge arewindow is acceptable.To qualify for regulatory capital
that any internal operational risk measurementpurposes, a bank's internal loss collection processes
system must be consistent with the definition ofmust be able to map its historical internal loss data
operational risk and a range of defined loss eventinto the relevant supervisory categories as are
types (covering all operational aspects such as fraud,defined in detail in the Basel II Annexes. The bank
employee practices, workplace safety, businessmust have documented objective criteria for
practices, processing practices, business disruptionallocating losses to the specified business lines and
and loss of physical assets).To qualify for use of theevent types. A bank's internal loss data must be
Advanced Measurement Approaches (AMA), a bankcomprehensive. It must capture all material activities
must satisfy its supervisor that,-The banks board ofand exposures from all appropriate sub-systems and
directors and senior management, are activelygeographic locations. The bank must be able to
involved in the oversight of the operational riskjustify that any excluded activities or exposures,
management framework;-The bank has anboth individually and in combination would not
operational risk management system that issignificantly impact the overall risk estimates. This
conceptually sound and which includes an independentshould be based on an appropriate minimum gross
operational risk management function that isloss threshold for internal loss data collection.
responsible for the design and implementation of theAdditionally, a bank should collect information relating
bank's operational risk management framework;-Thethe date of the event, any recoveries of loss
bank has It has sufficient resources to use thisamounts, as well as descriptive information about the
approach in the major business lines as well as thedrivers or causes of the loss event. The level of
control and audit areas.A bank using the AMA will bedetail in any descriptive information should be
subject to a period of initial monitoring by itsappropriate to the size of the gross loss
supervisor before it can be used for regulatoryamount.Operational risk losses that are related to
purposes. This period will allow the supervisor tocredit risk and have traditionally been included in
determine if the approach is credible and appropriate.banks' credit risk databases (e.g. collateral
The bank's internal measurement system must bemanagement failures) must continue to be treated as
able to reasonably estimate unexpected losses basedcredit risk for the purposes of calculating minimum
on the combined use of internal and relevant externalregulatory capital. It follows that such losses will not
loss data, scenario analysis and bank-specific businessbe subject to the operational risk capital charge.
environment and internal control factors.The bank'sNevertheless, for the purposes of internal operational
measurement system must also be capable ofrisk management, banks must identify all material
supporting an allocation of economic capital foroperational risk losses consistent with the scope of
operational risk across business lines in a manner thatthe definition of operational risk and the defined
creates incentives to improve business line operationalevent types, including those related to credit risk.A
risk management.Additionally,-The operational riskbank's operational risk measurement system must
management function is responsible for documentinguse pertinent external data (either public data and/or
policies and procedures concerning operational riskpooled industry data), especially when there is any
management and controls, designing and implementingpossibility to believe that the bank is potentially
the bank's operational risk measurementexposed to severe losses, however infrequent.
methodology, designing and implementing aAdditionally a bank must use scenario analysis of
risk-reporting system for operational risk, andexpert opinion in conjunction with external data to
developing strategies to identify, measure, monitorevaluate its exposure to high-severity events.Stanley
and control/mitigate operational risk,-The bank'sEpstein is a Principal Associate and Director of Citadel
internal operational risk measurement system mustAdvantage Ltd., a consultancy dealing in bank
be closely integrated into the day-to-day riskoperations and specializing in Operations Risk and
management processes of the bank and its outputPayment Systems.