OPERATİONAL RİSK İN BANKS, BANK APPLİCATİON FOR CAPİTAL ALLOCATİON BASED ON OPERATİONAL RİSK

Abstract

From the first financial transaction, the operational risk is perhaps the oldest one among the risks that banks may be exposed to. It has been evaluated in the banking sector until recent years within the scope of the credit risk and market risk, but after the 1990s and especially with BASEL II published in 2004, a separate page has been opened for operational risk and especially it started to be evaluated in capital adequacy. This new assessment also enabled the banks to strengthen internal processes and contributed to the process of minimizing financial leaks. For the banking sector, which operates in a global integration with both international and local auditing organizations and evaluation bodies, the regulations of BIS, BRSA, CMB, Central Bank of the Republic of Turkey and the BASEL Committee have had an impact on the banking sector with this new approach. In this study, both the evaluations on the risk factors having an impact on the banking sector in Turkey, and operational risk factors have been made. For the management of risk, which is as crucial as measurement of operational risk for banks, evaluations have been made concerning the method of basic indicator, standard method and alternative standard method and the advanced measurement method which is considered to be superior to them. As a result of the study, a measurement technique has been offered to the banking sector as a recommendation.