Fitch Ratings builds op risk capital into risk calculator
LONDON - Fitch Ratings has always included op risk management as an element in determining the rating of financial institutions, but with the launch of its new risk data calculator, it is embedding this analysis into a more quantitative tool.
The new risk calculator is an internal analytical tool aimed at enhancing Fitch's analysis of bank regulatory capital adequacy, which reflects the advance in industry use of risk-based capital models supported by the introduction of the Basel II capital
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