The second tranche of QIS 2 focused on operational risk, in particular information concerning individual operational risk loss events, the banks' quarterly aggregate operational risk loss experience, and a wider range of potential exposure indicators tied to specific business lines.
This paper provides a tabulation and overview of the individual loss event data collected as part of this second data exercise, the QIS2–Tranche 2 for operational risk. In particular, the focus is on describing the range of individual loss data submitted by the banks participating in the survey, understanding the range of individual gross loss amounts contained in the data sample and examining information provided on insurance and other recoveries associated with individual loss events.