Le Pan takes on group allocation

Call it by any name – home-host, group allocation or some other moniker – but the fact remains that it is the issue that could unravel six years of hard graft by the Basel Committee on Banking Supervision. The advanced measurement approach (AMA) – which requires firms to calculate a capital charge for operational risk based on their own internal models – also requires that the op risk capital charge somehow be allocated to the many and varied subsidiaries that a large, internationally active

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