I have recently been given the responsibility in my bank to develop and implement a policy that covers operational risk, so that we can be ready for BIS II. Does anyone know of any site that provides information on the various Key Risk Indicators that are used to monitor risk in the areas of retail banking, corporate banking, trade finance and simple Treasury transactions? (plain vanilla FX, options, interest rate swaps)? Also, where could I get information on "Operational Risk Self Assessment" forms that have to be filled out by Business and Support Unit Heads each quarter?
Your suggestions will be most appreciated. In case any of you have already developed the KRI's / ORSA's, would you mind sharing them with me on
dchandrasekhar@rakbank.co.ae.