Basic indicator approach (bia)
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
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 Basic indicator approach (bia) articles
Industry commentators are calling for a complete overhaul of Basel II’s advanced measurement approach. But do the problems lie with regulations, or with banks’ implementation of the approach?
Wide-ranging review seeks to raise operational risk capital and overhaul the basic indicator and standardised approaches
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
A new formula from the Japanese FSA allows a risk-sensitive calculation of op risk capital levels, which could lead to banks increasing their capital holdings under the advanced measurement approach
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