Advanced measurement approach (AMA)

Setting the scene

Scenario analysis is often used to plug the gaps that conventional data can't fill. But it might have more to offer. Duncan Wood investigates

The bigger picture

In 2003, rating agencies considered operational risk as a separate risk category, but quantification problems have prompted them to take an integrated, enterprise risk management approach.

Does Basel II add up?

Are there inconsistencies in the standardised and advanced measurement approaches of the Basel II regulatory framework? Andreas Jobst considers the evidence

A tough balancing act

The Office of the Comptroller of the Currency, under the watchful eye of deputy comptroller Kevin Bailey, is moving ahead with its Basel II policy. Victoria Pennington reports

Measures for measures

Consistent quantitative operational risk measurement is vital to the health of banks and financial institutions. Andreas Jobst offers guidance on enhanced market practice and risk measurement standards

A narrowing gulf

Many Middle Eastern nations are keen to implement Basel II, and larger banks have been stepping up efforts to develop an op risk framework. But smaller banks are being hindered by a shortage of resources and experienced staff, as Victoria Pennington…

Standing on the threshold

A 'one distribution fits all' approach is not the best option for op risk models. Carsten Steinhoff and Rainer Baule explain why a tailor-made model is therefore vital to the accuracy of loss distribution models

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