A model model?
The strength of today's operational risk modelling techniques throws up many a heated debate. Do any models justify the hype that surrounds them or are all, for the moment at least, fatally flawed? By Duncan Wood
The first advanced-measurement approach (AMA) banks have arrived, and their numbers are growing, as regulators around the world work their way through queues of applicants. In Australia, six banks have been given the green light; four in the UK; and in France, at least three, including rogue-trading casualty Societe Generale. From country to country and bank to bank, notices of AMA approval are
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