Advanced measurement approach (ama)
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...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Advanced measurement approach (ama) articles
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
Zero tolerance sounds good but useless for managers, conference hears
Delayed impact of 2008 crash means higher capital demands
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.