OpRisk Europe: The slow drive for change


There was general agreement among regulators at the OpRisk Europe conference held in London at the end of June that the capital calculation for operational risk for the advanced measurement approach (AMA) under Basel II is too low, and that something needs to be done about it. But although the Basel Committee on Banking Supervision’s Standards Implementation Subgroup on Operational Risk (Sigor) has created working groups to address this, their work is at such an early stage any changes to

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: