Discovery Projects - Grant ID: DP0878954

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0878954

Funding Status
Closed

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Funded Activity Summary

New Approaches to Modelling Operational Risk in the Light of the Basel II Accord. The outcome of this project will be useful for Australian banks, because they will be required by the Basel II Accord to calculate capital to be held against operational risk. The benefits will accrue to Australian banks as the results should help them understand the effects of operational risk and how to manage it more effectively. The benefits will also accrue to the Australian Prudential Regulatory Authority, by providing some guidelines on the implementation of the Accord. The outcome of this project, which quantifies the risks due to crime and terrorism, will be useful for the Australian community at large.

Funded Activity Details

Start Date: 01-01-2008

End Date: 30-06-2013

Funding Scheme: Discovery Projects

Funding Amount: $157,525.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Financial Institutions (Incl. Banking) | Econometric And Statistical Methods | Simulation And Modelling | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services |

Other Keywords

Banking, Finance and Investment | Econometric And Statistical Methods | Finance and investment services | Financial Institutions (Incl. Banking) | Simulation And Modelling

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