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During the past decade the financial services industry has begun measuring operational risk and incorporating such measurements into its decision-making process. Regulators have started recognizing such measurement efforts and have permitted their use in computing regulatory capital. To encourage such initiatives, they have also provided flexibility in the methods to be used for measuring operational risk.

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Financial institutions have always managed Operational Risk. Fraud, human error, systems failure or physical asset losses were concerns of risk managers before the Basel II. Read more about how the new objective linked to the definition, is a more systematic approach to dealing with Operational Risk.

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