Advanced measurement approach (AMA)
HSBC affair highlights a problem with modelling op risk capital
Some banks shy away from the op risk method under review
Modelling operational risk capital provides insight into banks’ weak spots
More Advanced measurement approach (AMA) articles
Regulators argue a backstop is needed to avoid too-low modelled numbers
It is well-known that any risk management activity is a cost to the organization. However, optimized risk management practices satisfy regulatory capital requirements and gain the confidence of investors...
Welcome to the fourth issue of the ninth volume of The Journal of Operational Risk. This year has been a watershed year for operational risk, with large operational losses constantly making the headlines....
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Operational risk head calls for better benchmarking across industry
Assessing exposures and vulnerabilities gives sophisticated risk view
AMA risk management and op risk modelling cannot succeed by data alone
Regulator warns reaching common standard will be difficult
Regulators want more consistency - and some are questioning AMA
The quantification of diversification benefit plays a critical role in quantitative risk models, especially within the context of regulatory and economic capital. However, the complexity of today's risk...
AMA guidance coming soon, Fed economist promises
Technique helps banks pass 'use test'
Large banks holding too little capital, regulator warns
Vary expected loss as economy changes, Felix says
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.