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  3. given a bank has the following business lines with

Given a bank has the following business lines with their corresponding operational risk exposure denoted...

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Finance

Given a bank has the following business lines with their corresponding operational risk exposure denoted by B (Beta)

Business line B
1. Corporate finance 18%
2. Trading and Sales 18%
3. Retail banking 12%
4. Commercial banking 15%
5.Payment and settlement 18%
6. Agency services 15%
7. Asset Management 12%
8. Retail banking 12%

b) Explain how operational risk capital is calculated under the Internal measurement approach (4).

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