OpRisk & Capital Forecasting

Operational Risk Overview

Loss event history, category distribution, and trend analysis. Data sourced from risk event log — tagged against Basel II/III ET1–ET7 categories.

Business Area:

Quarterly Net Loss (€M) — By Basel Category

Loss Distribution by Category

Event Frequency by Category

Average Loss per Event (€M) — Severity Profile

Control Overview

Key controls mapped to operational risk events. Filter by owner, test result, or organisation unit to assess assurance coverage and identify remediation priorities.

Org: Status:

Loss Event Log

Full register of operational risk events tagged by Basel category, business line, root cause, and regulatory linkage.

Filter:

	ID	Date	Category	Business Line	Title	Root Cause	Gross Loss	Net Loss	Status	Reg. Notif.

Basel Event Category Analysis

ET1–ET7 breakdown per Basel II/III framework. Frequency × Severity matrix and category deep-dives.

SA-OpRisk Capital Requirement

Standardised Approach calculation per CRR III Art. 317–324. Business Indicator Component (BIC) × Internal Loss Multiplier (ILM).

Business Indicator (BI) Components

ILM — Internal Loss Multiplier

Capital Requirement Summary

Category Contribution to Capital

Regulatory Reference

SA-OpRisk (CRR III Art. 317–324) replaces the Basic Indicator Approach (BIA), Standardised Approach (TSA), and Advanced Measurement Approach (AMA) from 2025.
Business Indicator (BI) = Interest Leasing & Dividend Component + Services Component + Financial Component.
BIC = BI × marginal coefficient (12% for BI ≤ €1bn, 15% for €1–30bn, 18% for >€30bn).
ILM = ln(exp(1)–1 + (15 × Loss / BIC)^0.8) — where Loss = 10-year average annual operational loss (if available). Phase-in allows ILM = 1 for smaller institutions.
Capital Requirement = BIC × ILM.

Loss Forecast & Capital Projection

Forward-looking quarterly loss projections under three scenarios. SA-OpRisk capital impact computed for each. Trend extrapolated from trailing 8 quarters of loss history.

Base — Historical trend

Adverse — +35% uplift, +50% trend acceleration

Severe — +75% uplift, +150% trend (systemic conduct failure + cyber event)

Quarterly Loss Trend & 4-Quarter Forecast

📊 Forecast uses linear trend extrapolation on trailing 8 quarters. Confidence bands (±1 std. dev.) shown in shaded area.

Projected Capital Requirement (€bn)

⚠️ Capital proxy = projected net loss × 12.5 (simplified regulatory capital multiplier). For actual SA-OpRisk capital use the full BIC × ILM calculation.