New op risk capital approach has its own problems – Leipoldt
The revised standardised approach uses a "business indicator" that may result in increased capital requirements for certain banks, the OpRisk Asia conference hears
The Basel Committee's revised standardised approach (RSA) is an improvement on previous calculation methods – but is not without its own problems, the OpRisk Asia conference in Singapore heard today (July 30).
Marc Leipoldt, head of non-financial risk for Saudi Hollandi Bank, said the gap between the advanced measurement approach (AMA) and the simpler approaches under Basel II still existed between AMA and RSA – though some RSA features went some way towards bridging it. "Unfortunately RSA is
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