Advanced measurement approach (ama)
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Original headline:
In the operational risk sector, the Basel Committee has been encouraging the adoption of the advanced measurement approach (AMA) for calculating operational risk capital requirements, but uptake has been...
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Rather than rushing to increase regulation and potentially creating compliance costs and regulatory risks, authorities should be getting involved at the ground level to improve supervision, says Lars...
Original headline:
US regulators are looking again at the impact of loss data collection thresholds on the results from internal data modelling of operational risk at banks. While some banks are collecting loss data down...
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More Advanced measurement approach (ama) articles
Regulators could focus on ETFs after UBS losses
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Regulators could take some time to change the rules surrounding the exchange-traded products involved in the UBS rogue-trading losses, but banks might see an impact soon in capital terms
New techniques focus US op risk executives on scenario analysis
Original headline:
Use of scenario analysis in the US is on the rise again, as banks adopt new techniques to incorporate estimates into their operational risk capital models
The Atlantic divide over scenario analysis
Original headline:
Scenario analysis is a valid risk measurement tool but it must be used carefully
NordLB's Carsten Steinhoff: There's more to op risk management than...
Original headline:
While NordLB’s Carsten Steinhoff values his bank’s op risk model and is pleased with its development, he places just as much emphasis on the less-quantifiable aspects of risk management – scenarios, risk culture, psychology and good old intuition....
Top 100 banks: regulators tighten their grip
Original headline:
Higher regulatory capital requirements dominate changes in this year’s Top 100 Banks survey
Regulators seek to change operational risk methodology at October meeting...
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High-severity events such as the $2.3 billion rogue trading loss at UBS have highlighted the low levels of operational risk regulatory capital firms are holding
AMA and loss data collection on the rise at US banks
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More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
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