Banks divided on op risk approaches

EU banks favour standardised approach, North American and Australian lenders the AMA

US and Australian banks favour the advanced measurement approach for calculating operational risk capital requirements more than their European and Japanese peers, a Risk Quantum analysis shows.

A survey of 47 of the 50 banks in the Risk Quantum sample showed that 20 had 100% of their op risk capital generated under the AMA as of end-June 2018, of which nine were American, four Australian, two Swiss and one Canadian. Only four European banks calculated their op risk capital exclusively using

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here