Advanced measurement approach (ama)
Moves from Barclays Wealth where he was CRO
Raiffeisen Bank International operates across central and eastern Europe – op risk head Nicole Murtinger discusses the cultural challenges this brings her
The advanced measurement approach requires financial institutions to develop internal models to evaluate regulatory capital. Traditionally, the loss distribution approach (LDA) is used, mixing frequencies...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Advanced measurement approach (ama) articles
Senior op risk staff set to move into private sector
The Fed’s vote on Basel III provides banks with clarity for their capital reserve requirements, but their Basel II compliance for operational risk remains in limbo. US banks are still in parallel run with no clear answers and no clear exit in sight...
Sigor chair says review focus will be on capital model credibility and comparability
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 penalty – just one of a series of huge losses...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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