Advanced measurement approach (ama)
Bank of the year: UniCredit
Improvements to AMA model and a new risk group are bearing fruit for 2013's winning bank of the year
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
When regulators collected data on banks’ operational risk scenarios in 2008, the biggest loss envisaged from a money-laundering breach was €120 million. In December, HSBC had to swallow a $1.9 billion...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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Nordea rules out AMA
Another institution rejects AMA because of lack of clarity in requirements
Legally blind: Huge settlements overwhelm op risk models
When regulators collected data on banks’ operational risk scenarios in 2008, the biggest loss envisaged from a money-laundering breach was €120 million. In December, HSBC had to swallow a $1.9 billion penalty – just one of a series of huge losses...
ING’s non-financial risk head Hans Grisel discusses AMA, Fatca and the...
Dutch bank ING is pushing ahead with the advanced measurement approach (AMA) to calculating operational risk capital – and seeing benefits, as non-financial risk head Hans Grisel tells Jessica Meek
Out of the ashes: Portigon’s rise from WestLB
Germany’s WestLB was a casualty of the 2008 financial crisis. Four years on, a part of it still survives as the portfolio management firm Portigon. Op risk head Rainer Sprengel tells Jessica Meek about the problems it faced during the transition –...
More risk at the top table
The 2012 Top 100 Banks survey shows Chinese banks growing fast - but this doesn't mean they'll lose control of their operational risk exposure.
Portigon abandons AMA for op risk capital calculation
Portigon – the entity that emerged from the break-up of WestLB – moves away from the AMA for op risk calculation after forced restructure
Managing operational risk in African nations
Operational risk management in Africa demands a specific set of models and practices, tailored for the unique demands of the region. Banks that try and shoehorn their global risk procedures into a localised context are encountering difficulties. Gail...
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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