Advanced measurement approach (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...
Welcome to the first issue of the ninth volume of The Journal of Operational Risk. The spring and summer seasons bring a number of important operational risk conferences, among them OpRisk USA and OpRisk...
Fed’s Marco Migueis says long-awaited AMA guidance will outline how to combine internal and external data
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Advanced measurement approach (ama) articles
Using the AMA model to drive capital allocation between business units will help satisfy regulators and improve op risk management, conference hears
Basel Committee member points to flaws in the standardised approaches to operational risk measurement
Speakers call for op risk models to include the effect of the economic cycle – but there is uncertainty about how to relate macroeconomic factors to the risk of fraud
Defining risk appetite is a vital part of the op risk function, but it's not an easy task, according to speakers at OpRisk's New York conference
Regulators are seeking higher op risk capital levels due to the impact of events several years ago – which is difficult to explain to bank boards
Systemically important status is hard enough when you're a bank – for non-bank institutions such as GE Capital, meeting the mark can be even more challenging. Enterprise and operational risk leader Ann Rodriguez discusses the reform process with OpRisk...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014