Advanced measurement approach (AMA)
Long-delayed settlements complicate op risk capital models
Delayed impact of 2008 crash means higher capital demands
The problems of explaining AMA volatility
A simple model highlights how AMA capital requirements can change dramatically
GE Capital dealing with Sifi status and AMA push
Systemically important status is hard enough when you're a bank – for non-bank institutions such as GE Capital, meeting the mark can be even more challenging. Enterprise and operational risk leader Ann Rodriguez discusses the reform process with OpRisk
AMA, RCSAs and dealing with Libor at Rabobank
Dutch bank Rabobank has shaken off its Libor label pretty quickly, leaving it to focus on its co-operative roots, the AMA and its RCSA roll-out. Anne Snel-Simmons, head of operational risk management at Rabobank, talks to OpRisk about the challenges of…
Cooke joins HSBC as global head of operational risk
Moves from Barclays Wealth where he was CRO
Cross-border cultural concerns are a priority for Raiffeisen
Raiffeisen Bank International operates across central and eastern Europe – op risk head Nicole Murtinger discusses the cultural challenges this brings her
PRA losing key op risk staff after just six months
Senior op risk staff set to move into private sector
Still no end in sight for US banks' parallel run
Overtaken by events
Implementing the AMA: an insider's view
Joachim Pfeifer, formerly head of operational risk at Commerzbank, describes the bank's journey towards advanced measurement approach approval
OpRisk Europe: Sigor review to repair credibility, Adachi says
Sigor chair says review focus will be on capital model credibility and comparability
Bank of the year: UniCredit
Improvements to AMA model and a new risk group are bearing fruit for 2013's winning bank of the year
OpRisk North America: Confusion remains between trading book and banking book definitions
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
Huge settlements overwhelm op risk models
Capital punishment
Nordea rules out AMA
Another institution rejects AMA because of lack of clarity in requirements
Legally blind: Huge settlements overwhelm op risk models
Legally blind
ING’s non-financial risk head Hans Grisel discusses AMA, Fatca and the cyber threat
The long haul to AMA
Out of the ashes: Portigon’s rise from WestLB
Out of the ashes
More risk at the top table
Top 100 banks
Portigon abandons AMA for op risk capital calculation
Portigon – the entity that emerged from the break-up of WestLB – moves away from the AMA for op risk calculation after forced restructure
Managing operational risk in African nations
The African way
Lack of uptake hinders AMA development in UK
Abandoning the AMA?
OpRisk Asia review: Exploring Asia’s AMA anomalies
Asia’s AMA anomalies
Writing love letters to models
Love letters to models