Spotlight on New OpRisk Measurement Standards: Flawed Regulations Based On Flawed Models
On March 4 2016 the Basel Committee put forward proposals to introduce the Standardized Measurement Approach (SMA) for operational risk and abandon the Advanced Measurement Approach (AMA). It explained that SMA:
“Provides a single non-model-based method for the estimation of operational risk capital. The SMA, which builds on the simplicity and comparability offered by a standardised approach, also incorporates the risk sensitivity of an advanced approach by combining in a standardised
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net