
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge

Back in 2001, supervisors at the Basel Committee on Banking Supervision faced a tricky decision about how best to incorporate the emerging field of operational risk into their revised capital framework. Regulators had decided that, alongside market risk and credit risk, op risk ought to be reflected for the first time in Basel II. But how should the most sophisticated firms go about modelling it? Choosing a particular method would mean picking a winner from the range of different modelling
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