PIB A6.2.3

An Authorised Firm which uses the Standardised Approach must calculate its Operational RiskCapital Requirement using the following beta values:

Business Line Beta Factor
Corporate finance 18%
Trading and sales 18%
Retail banking 12%
Commercial banking 15%
Payment and settlement 18%
Agency services 15%
Asset management 12%
Retail brokerage 12%
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]