Op risk gamma survey expected in April

The internal measurement approach to calculating a charge on the risk of loss from fraud, computer system failure, trade settlement foul-ups and other operational hazards is the most complex of the three methods of calculating op risk capital charges proposed by the regulators.

The Basel Committee of banking supervisors from the Group of 10 leading economies hopes the loss data provided by the banks will enable regulators to determine provisionally the so-called gamma factors to be used by banks

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