Operational risk capital
PRA capital methodology will change rules for modelling
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
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More Operational risk capital articles
Risk managers urged to focus on group dynamics
Advantages include lower costs and capital
Proposals for revised standardised approach receive mixed response
Proposed revised standardised approach would hit big banks hardest
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...
The largest US banks and systemically important financial institutions are required by regulatory mandate to estimate the operational risk capital they must hold using an advanced measurement approach...
Basel Committee overhauls standardised approaches
Huge losses will affect risk modelling and capital calculation
Cluster of huge fines calls for changes in models and regulation
Paper focuses on dealing with sparse data
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...
Delayed impact of 2008 crash means higher capital demands
Increasing spread of operational risk losses linked to fines in this year's survey of op risk at the world's 100 largest banks
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