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Sigor to recalibrate TSA betas for operational risk capital

Author: Victoria Tozer-Pennington

Source: Operational Risk & Regulation | 17 Mar 2010

Categories: Measurement

Topics: OpRisk USA, Basic indicator approach (BIA), Beta, Loss data collection exercise (LCDE), Quantitative impact studies, The Standardised Approach (TSA)

The Basel Committee on Banking Supervision's Standards Implementation Group on Operational Risk (Sigor) has launched a quantitative impact study (QIS)...

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Sigor to recalibrate TSA betas for operational risk capital

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