Operational risk capital
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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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Banks might find a lack of investment from the insurance sector under current regulatory proposals
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 Operational risk capital articles
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
Basel Committee's Sigor to undertake review of operational risk regulatory...
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Wide-ranging review seeks to raise operational risk capital and overhaul the basic indicator and standardised approaches
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
Japan FSA’s simple formula for operational risk capital
Original headline:
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
Inclusion of legal losses in op risk databases has banks fretting
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Banks worry Basel rules requiring legal events to be included in operational risk databases earlier might mean the information is used against them in legal proceedings
BBVA given deadline to improve AMA model
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BBVA has been given until December 2011 to make improvements to its AMA model by the Bank of Spain, or will not obtain the capital savings the AMA allows
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