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

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