A new role for op risk insurance

If the regulators were to agree such a role for op risk insurance, it would apply only to banks using advanced approaches to calculating the op risk capital charge. There would also be a limit on the amount by which insurance might reduce the capital charge, and any capital reduction stemming from insurance would be included within the 75% floor of the standardised capital charge.

This is a shift from the Basel regulators' initial view, as expressed in the second consultative paper on the Basel

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