Basel’s Adachi: banks may discard some loss data under SMA

Losses from discontinued businesses may not count towards op risk capital

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Loss data: certain types of losses may be removed from capital calculations

Banks may be allowed to exclude some historical op risk losses under the Basel Committee's new standardised measurement approach (SMA), a senior member of the international body said at the OpRisk Europe conference today (June 14).

Regulators may permit banks to exclude certain losses, for example from discontinued products or divested businesses, from their op risk capital calculations, said Mitsutoshi Adachi, chair of the committee's working group on operational risk.

The controversial

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