Sigor to recalibrate TSA betas for operational risk capital

The Basel Committee on Banking Supervision's Standards Implementation Group on Operational Risk (Sigor) has launched a quantitative impact study (QIS) exercise to re-examine whether the capital calculations for operational risk – the alpha under the basic indicator approach (BIA) and the betas under the standardised approach (TSA) – need to be reformed.

The Basel II Accord states that the Basel Committee always intended to reconsider the calibration of both approaches "when more risk-sensitive

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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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