The standardised approach (tsa)
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
Original headline:
Higher regulatory capital requirements dominate changes in this year’s Top 100 Banks survey
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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
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More The standardised approach (tsa) articles
Japan FSA’s simple formula for operational risk capital
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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
Regulators move to impose AMA capital floors
Original headline:
Regulators continue to push large institutions towards the advanced approach for operational risk management – but imposing capital floors might not be the best way to accomplish their aims
A simple formula for operational risk capital
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A new formula from the Japanese FSA allows a straightforward and risk-sensitive calculation of capital levels, which could mean many banks increasing their AMA capital holdings
Lloyds abandons AMA
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Lloyds has abandoned the AMA after trying to combine two models, losing key staff and coming under scrutiny from regulators
Sigor plans new LDCE to capture operational risk losses since crisis
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Working group is also considering raising betas in the Basel II standardised approach to encourage movement towards the AMA, but some say this is not the answer
A brief respite
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As the holiday season approaches its tempting to begin to relax and look forward to the merriment to come, but the regulators show no signs of taking their foot off the gas. This year saw the biggest round of banking legislation and regulations for a...
UK FSA’s new standardised approach paper not just for TSA firms
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New paper from the UK FSA sets out guidelines for TSA operational risk frameworks
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