Does Basel II add up?

The advanced measurement approaches (AMA) of operational risk under the new regulatory framework of Basel II (Basel Committee, 2006b) contain several shortcomings concerning analytical rigour and consistent implementation of: (i) capital adjustment of operational risk estimates; (ii) home-host recognition; and (iii) volume-based measures of operational risk (Jobst, 2007a and 2007b).

Capital adjustment of operational risk estimates under AMA

The quantitative criteria of the AMA soundness

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Investment banks: the future of risk control

This survey report explores the current state of risk controls in investment banks, the challenges of effective engagement across the three lines of defence, and the opportunity to develop a more dynamic approach to first-line risk control

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