New techniques focus US op risk executives on scenario analysis

Change of scene

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Scenario analysis, once unpopular as a capital tool with US regulators, is gaining in support in the wake of the financial crisis. But its new popularity has engendered new controversy, over both its value and the details of how the analysis should be conducted.

In the early days of the development of the Basel II capital adequacy rules’ advanced measurement approach (AMA) for calculating operational risk capital, scenario analysis was considered a major – and in some cases, the primary – way to

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