Schedule II Part V(a): Computation of Risk-Weighted Amount for Operational Risk

Schedule II
Part V(a): Computation of Risk-weighted Amount for Operational Risk
First year Second year Third year First year Second year Third year
11.5.1.1.0.0 The Basic Indicator Approach (BIA) 15% 0
11.5.1.2.0.0 The Standardised Approach (TSA) 0
11.5.1.2.1.0 Corporate Finance (β1
) 18% 0
11.5.1.2.2.0 Trading and Sales (β2
) 18% 0
11.5.1.2.3.0 Payment and Settlement (β3
) 18% 0
11.5.1.2.4.0 Agency Services (β4
) 15% 0
11.5.1.2.5.0 Asset Management (β5
) 12% 0
11.5.1.2.6.0 Retail Brokerage (β6
) 12% 0
11.5.1.2.7.0 Retail Banking(β7
) 12% 0
11.5.1.2.8.0 Commercial Banking(β8
) 15% 0
11.5.1.3.0.0 The Alternative Standardised Approach (ASA) 0
11.5.1.3.1.0 Sub total 0
11.5.1.3.1.1 Corporate Finance (β1
) 18% 0
11.5.1.3.1.2 Trading and Sales (β2
) 18% 0
11.5.1.3.1.3 Payment and Settlement (β3
) 18% 0
11.5.1.3.1.4 Agency Services (β4
) 15% 0
11.5.1.3.1.5 Asset Management (β5
) 12% 0
11.5.1.3.1.6 Retail Brokerage (β6
) 12% 0
11.5.1.3.2.0
11.5.1.3.2.1 Retail Banking(β7) 12% 0.035 0
11.5.1.3.2.2 Commercial Banking(β8) 15% 0.035 0
11.5.1.9.0.0
11.5.1.9.1.0 0
11.5.1.9.2.0 0
11.5.1.9.3.0 0
11.5.1.10.0.0
11.5.1.10.1.0 0
11.5.1.10.2.0 0
11.5.1.10.3.0 The Alternative Standardised Approach (11.5.1.9.3.010) 0
Sub total
Capital Charges for Operational Risk The Basic Indicator Approach (11.5.1.9.1.010) The Standardised Approach 11.5.1.9.2.0*10) The Basic Indicator Approach The Standardised Approach Risk-weighted Amount for Operational Risk Capital Charge Factor (ɑ & β) 11.5.1.5.0.0 Fixed factor 'm' 11.5.1.6.0.0 Capital Charges 11.5.1.8.0.0 Gross Income/ Loans & Advances 11.5.1.7.0.0 Code Business Lines (11.5.1.4.0.0) The Alternative Standardised Approach Capital Charge for Operational Risk under BIA KBIA = [Σ(GI1….n xɑ )]/n Capital Charge for Operational Risk under TSA KTSA = {Σyears 1-3 max[Σ(GI1-8 x β1-8),0]}/3 Capital Charge for Operational Risk under ASA KASA = {Σyears 1-3 max[Σ(GI1-6 x β1-6),0]} /3 + (β7 x m x LAr) + (β8 x m x LAc)

Part V(b): Computation of Gross Income under Operational Risk
First year
Second year
Third year
First year
Second year
Third year
First year
Second year
Third year
First year
Second year
Third year
First year
Second year
Third year
11.5.2.1.0.0 The Basic Indicator Approach
11.5.2.2.0.0
The Standardised Approach/The Alternative Standardised Approach 0
11.5.2.2.1.0 Corporate Finance
11.5.2.2.2.0 Trading and Sales
11.5.2.2.3.0 Payment and Settlement
11.5.2.2.4.0 Agency Services
11.5.2.2.5.0 Asset Management
11.5.2.2.6.0 Retail Brokerage
11.5.2.2.7.0 Retail Banking
11.5.2.2.8.0 Commercial Banking
Extraordinary / Irregular Item of Income (11.5.2.8.0.0) Realised Profits from the Sale of Securities in the Banking Book (11.5.2.7.0.0) Code Business Lines (11.5.2.3.0.0) Interest Income (11.5.2.4.0.0) Interest Expenses (11.5.2.5.0.0) Non Interest Income (11.5.2.6.0.0)