The standardised approach (TSA)
Reducing model diversity may endanger AMA's risk management benefits
While standardised rules are being revised, banks say they can't make a call on floors
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More The standardised approach (TSA) articles
Proposals for revised standardised approach receive mixed response
Proposed revised standardised approach would hit big banks hardest
Regulators plan to floor modelled capital at a percentage of standardised approaches
Tougher leverage ratio in US prompts early review
Regulator warns reaching common standard will be difficult
Conference and awards reflect a changing world
Large banks holding too little capital, regulator warns
Raiffeisen Bank International operates across central and eastern Europe – op risk head Nicole Murtinger discusses the cultural challenges this brings her
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
Portigon – the entity that emerged from the break-up of WestLB – moves away from the AMA for op risk calculation after forced restructure
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.