Holtorf, ClaudiaClaudiaHoltorfMuck, MatthiasMatthiasMuck0000-0003-2364-9833Rudolf, MarkusMarkusRudolf2019-09-192013-10-282005978-3-540-22682-6978-3-540-26993-9https://fis.uni-bamberg.de/handle/uniba/585This paper addresses the capital requirements based on the RiskMetrics™ framework and the BIS standard model. A case study is developed which shows that the capital requirements can be reduced by applying the more accurate RiskMetrics™ framework. Furthermore it gives an overview of the capital requirement rules for credit risk and operational risk in the Basel II Accord.engCapital RequirementsValue at RiskBIS Standard ModelBasel IICredit Riskbookpart10.1007/3-540-26993-2_4http://link.springer.com/chapter/10.1007/3-540-26993-2_4