Data related to Operational Risk

The following table provides statistical information on key aspects of the implementation of Basle II related to operational risk.

Data related to Operational Risk 2009 2008 2007
Credit Institutions:
Own Funds Requirements
Own Funds Requirements Operational Risk % of Total Own Funds Requirements

9,59%

8,69 %  
Credit Institutions:
Distribution by Approach
% Number * Basis Indicator Approach (BIA)

79,09%

72,10 % 71,43 %
Standardised Approach (STA)

17,39%

20,93 % 28,57 %
Advanced Measurement Approach (AMA)

6,52%

6,98 % 0 %
Own Funds Requirements % of Own Funds Requirements Operational Risk Basis Indicator Approach (BIA)

14,10%

19,24 % C
Standardised Approach (STA)

41,39%

41,08 % C
Advanced Measurement Approach (AMA)

44,69%

39,68 % C
Investment Firms:
Own Funds Requirements
Own Funds Requirements Operational Risk % of Total Own Funds Requirements

41,01%

41,78 %  
Investment Firms:
Distribution by Approach
% Number * Basis Indicator Approach (BIA)

80%

80 % N/M
Standardised Approach (STA)

20%

20% N/M
Advanced Measurement Approach (AMA)

0

0 N/M
Own Funds Requirements % of Own Funds Requirement Operational Risk Basis Indicator Approach (BIA)

56,72%

64,76 % N/M
Standardised Approach (STA)

43,88%

35,24 % N/M
Advanced Measurement Approach (AMA)

0

0 % N/M

* If an institution uses more than one approach, it will be counted accordingly.

Index:
N/A: not available
C: confidential
N/M: non material

For an overview regarding statistical data of the EU Member States related to operational risk see the corresponding table on the CEBS homepage.