Raised TSA Beta rumours resurface

News

GLOBAL - Given the stressed environment, banks and risk managers in particular are preparing for the worst regarding impending regulatory change. In such a paranoid environment, it is unsurprising the op risk community is awash with rumours that regulators intend to raise the Betas for calculating the operational risk capital charge under the standardised approach (TSA), in an attempt to force banks to raise capital, and also to make applying for the advanced measurement approach (AMA) for opera

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