Observations on the differences between operational risk regulatory and economic capital

In this article, Niklas Hageback takes a practical look at the difficulties in reconciling regulatory and economic capital calculation in the discipline of operational risk.

The preparation to comply with the new Basel capital accord and the introduction of advanced measurement approach (AMA)methodologies is causing many financial institutions to ask whether there exist any synergies with establishing an operational risk measurement methodology for economic capital? Can the same measurement methodology be used for regulatory capital modelling as well as for economic capital modelling and can the same outcome be applied for both capital regimes? The answer in

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

The changing shape of risk

S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and capabilities to embrace a more holistic view of risk

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