Federal Reserve and BIS publish op risk research

Regulatory Update

The Boston Fed paper, which was authored by Linda Barriga and Eric Rosengren, provides an overview of US regulatory expectations around the operational risk capital charge before outlining current implementation issues that financial institutions face in putting an advanced measurement approach framework in place, including modelling challenges. It is part of the Innovations in Risk Management – Lessons from the Banking Industry series. The paper goes on to briefly outline some strategies fo

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