Op risk capital would double under Basel's RSA proposals – ORX

Proposed revised standardised approach would hit big banks hardest


Banks' minimum operational risk capital will double if global regulators push ahead with plans to replace existing simple calculation methods with the revised standardised approach (RSA), according to an estimate from a risk loss data consortium.

The Operational Riskdata eXchange Association (ORX) has worked with 32 internationally active banks to simulate the impact of the RSA, outlined by the Basel Committee on Banking Supervision in a consultation paper in October. The consortium found that

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Investment banks: the future of risk control

This Risk.net 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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