BBVA given deadline to improve AMA model


BBVA, Spain's first and only bank to be authorised for the advanced measurement approach (AMA), has got until December to deal with issues surrounding its AMA model. The model was originally approved in March 2010.

"According to the Bank of Spain, our model has got certain deficiencies," says Antonio Lucio-Villegas Spillard, head of internal control and operational risk at BBVA. "Until those deficiencies are corrected, there will be no capital reductions." BBVA's model has a capital floor of 100

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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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