Measuring Operational Risk - New Standardised Approach (Basel) (Excel)

How to measure operational risk exposure of a bank? This video explains the latest standards Basel Committee for Banking Supervision has developed and explains how to estimate banks’ operational risk, including business indicator and internal loss multiplier, using public data.
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[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@gaonemoedi3259]

HI, very informative video, what's the name of the spreadsheet file for this video?

[@NEDLeducation]

@@gaonemoedi3259 Hi Gaone, and glad you liked the video! The spreadsheet is titled NEDL_Operational_Risk_2020. There is also a more recent video on the same topic, check it out if you are interested: th-cam.com/video/0kJW1F6G-uc/w-d-xo.html

[@gaonemoedi3259]

@@NEDLeducation I found it, thanks! I have learned a lot of from your videos actually. I actually have a few questions for my undergrad dissertation. Would love to have your email if you can assist.

[@mohammedmonaf6128]

many thanks for you hard work

[@KARTIKKUMAR-js9uw]

Thanks a lot for such a detail explanation.

[@agatoma7152]

Brilliant! Thank you for creating this video, it helps a lot!

[@70sacad]

Thanks a lot for this video!

[@user-wn2cu5vp2k]

thank you so much for this video, i have question just the number of observation fix by basel autority in 3 years or we can applied this model for 10 years for exemple

[@biganubhav]

Thank you for making these videos. Waiting for the video with the updated standards of OpRisk issued by BCBS effective 2023.

[@NEDLeducation]

Hi Anubhav, and thanks for the comment! This is indeed the problem with recording these sorts of videos - you need to make a new version every couple of years at least :) You can count on me releasing one circa March-April 2023 when my risk management students start learning about operational risk in semester 2 :)

[@scooby7877]

@@NEDLeducation Any updates? :) Also side question, this is important to learn because NSFR and LCR don't cover operation risks, they only really cover liquidity risks correct?

[@samuelmundia320]

That's nice...
Kindly do a video on bank duration gap management and bank repricing model ..Kindly also post your excel worksheets ...Thanks a lot for sharing knowledge...

[@NEDLeducation]

Hi Samuel, many thanks for your feedback, glad to be of help! For spreadsheet requests, please just drop me an email on [e-mail]. For interest rate risk management, we have already got a video, please check it out if you are interested (th-cam.com/video/QiFJ5Ym5hEM/w-d-xo.html).

[@hb2884]

thank you so much for the video! please can I get the document

[@NEDLeducation]

Hi Hajar, just drop me an email on [e-mail] and I will send you the spreadhseet