Advanced measurement approach (ama)
AMA risk management and op risk modelling cannot succeed by data alone
Regulator warns reaching common standard will be difficult
More Advanced measurement approach (ama) articles
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
Zero tolerance sounds good but useless for managers, conference hears
Delayed impact of 2008 crash means higher capital demands
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...
Senior op risk staff set to move into private sector
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.