Can the AMA be reborn?

Regulators could rescue op risk modelling through Pillar 2, writes former supervisor


Jimi Hinchliffe was formerly manager of Basel II implementation for wholesale firms at the FSA, and head of risk and regulatory affairs at MUFG. He now runs his own risk and regulatory consulting firm.

At its launch in 2004 the advanced measurement approach (AMA) for operational risk capital was meant to allow firms to develop, within certain regulator-defined parameters, their own approaches to quantifying operational risk. As a firm moved along the spectrum of approaches towards AMA, the

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