Implementing the AMA: an insider's view

Joachim Pfeifer

From the beginning of the Basel II discussions, Commerzbank decided to implement a risk-sensitive approach that could be used for both Pillar I and Pillar II purposes. Without the long-standing experience that underpinned market or credit risk models, at the beginning of the AMA development banks had to rely almost exclusively on Basel II and Capital Adequacy Directive III requirements for guidance in combining the four AMA elements of 

• internal loss data
• external loss data
• scenario data

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

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

You need to sign in to use this feature. If you don’t have a 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