New op risk capital approach has its own problems – Leipoldt

OpRisk Asia: Revised standardised approach an improvement but no panacea

marc-leipoldt-2013
Marc Leipoldt: RSA does not incentivise op risk management

The Basel Committee's revised standardised approach (RSA) is an improvement on previous calculation methods – but is not without its own problems, the OpRisk Asia conference in Singapore heard today (July 30).

Marc Leipoldt, head of non-financial risk for Saudi Hollandi Bank, said the gap between the advanced measurement approach (AMA) and the simpler approaches under Basel II still existed between AMA and RSA – though some RSA features went some way towards bridging it. "Unfortunately RSA is

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