Pillar 1 - Operational risk data
(data on consolidated sector as of the end of the reported year)
| 31 Dec 2007 | 31 Dec 2008 | 31 Dec 2009 | 31 Dec 2010 | 31 Dec 2011 | 31 Dec 2012 | 31 Dec 2013 | |||
|---|---|---|---|---|---|---|---|---|---|
| Credit institutions: Own funds requirement1) | Own funds requirements OpRisk % of Total Own Funds requirements | 5.4 | 9.6 | 10.6 | 11.5 | 11.0 | 11.7 | 11.3 | |
| Credit institutions: distribution by approach | % number2) | BIA | 33.3 | 50.0 | 46.7 | 50.0 | 52.9 | 47.1 | 47.1 |
| TSA/ASA | 66.7 | 35.7 | 33.3 | 31.2 | 29.4 | 35.3 | 35.3 | ||
| AMA | 0.0 | 14.3 | 20.0 | 18.8 | 17.7 | 17.6 | 17.6 | ||
| Own funds requirements % of Own Funds requirements on OpRisk | BIA | 0.9 | 8.7 | 7.3 | 7.5 | 7.4 | 7.0 | 8.7 | |
| SA | 99.1 | 68.4 | 37.4 | 38.5 | 43.4 | 46.6 | 43.9 | ||
| AMA | 0.0 | 22.9 | 55.3 | 54.0 | 49.2 | 46.4 | 47.3 | ||
| Investment firms: Own funds requirement1) | Own funds requirements OpRrisk % of Total Own Funds requirements | 0.7 | 28.8 | 30.1 | 31.5 | 39.0 | 33.4 | 35.0 | |
| Investment firms: distribution by approach | % number 2) | BIA | 100.0 | 100.0 | 95.0 | 94.1 | 93.7 | 100.0 | 100.0 |
| TSA/ASA | 0.0 | 0.0 | 5.0 | 5.9 | 6.3 | 0.0 | 0.0 | ||
| AMA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | ||
| Own funds requirements % of Own Funds requirements OpRisk | BIA | 100.0 | 100.0 | 96.8 | 96.9 | 96.6 | 100.0 | 100.0 | |
| TSA/ASA | 0.0 | 0.0 | 3.2 | 3.1 | 3.4 | 0.0 | 0.0 | ||
| AMA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | ||
1) As in the year 2007 the majority of banks and investment firms calculated own funds requirements for credit risk under Basel I, they did not calculate own funds requirements for operational risk separately. That is why the published data on the year 2007 refers to a limited number of banks, which in the year 2007 followed Basel II.
2) If a bank or an investment firm uses more than one approach, it is counted accordingly only in own funds requirements, but not in number of banks or investment firms, which are assigned according to the most advanced approach.