Observations on the differences between operational risk regulatory and economic capital
Save this article
Print this page
The preparation to comply with the new Basel capital accord and the introduction of advanced measurement approach (AMA)methodologies is causing many financial institutions to ask whether there exist any synergies with establishing an operational risk measurement methodology for economic capital? Can the same measurement methodology be used for regulatory capital modelling as well as for economic capital modelling and can the same outcome be applied for both capital regimes? The answer in sho
To continue reading...
Start a Risk.net Trial
Register for a Risk.net Business trial to access this article. Sign up today and get access to: