ABN Amro ditches op risk modelling

- By Joshua Walker
- 05 Dec 2023

ABN Amro dropped internal modelling of operational risk in the third quarter, in anticipation of the final Basel III framework that will replace the current methods for calculating capital requirements with the revised standardised measurement approach (SMA).

The bank reported €15.5 billion ($16.8 billion) in op risk risk-weighted assets (RWAs) at the end of September, all of which was determined

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