Advanced measurement approach (AMA)
OpRisk Asia: Adachi warns again on AMA inconsistencies
Bank of Japan director Mitsutoshi Adachi highlights the danger of variations in the use of risk models at OpRisk Asia conference
OpRisk Europe: FSA made a mistake with the AMA, panellist claims
The UK Financial Services Authority should have forced large, sophisticated banks to adopt the advanced measurement approach to operational risk, risk manager argues
TD hires three in op risk to prepare for AMA
New staff to prepare for 2013 deadline
Why, when and how should loss data be scaled?
Economies of scale
OpRisk North America highlights the limitations of risk management
Limits and boundaries
Dexia rejected AMA over uncertain capital relief
Public finance specialist rejected AMA prior to break-up, finding capital benefit might not offset costs, but fellow Belgian bank BNP Paribas Fortis argues in favour of op risk modelling
OpRisk North America: Speakers question value of capital numbers
Op risk capital calculations might be flawed or irrelevant, conference hears
OpRisk North America: Too much confidence in risk models, OCC’s Levonian warns
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
ORR Innovation Awards: Initiative of the year
Revised ORX data reporting standards
Industry calls for new approach to op risk capital
The AMA today
Sponsored webinar: A model approach – Examining operational risk capital modelling
A model approach – Examining operational risk capital modelling
Supervision not regulation, says SEB's Hansen
Rather than rushing to increase regulation and potentially creating compliance costs and regulatory risks, authorities should be getting involved at the ground level to improve supervision, says Lars Hansen, Swedish insurer SEB Life’s chief risk officer
Regulators could focus on ETFs after UBS losses
Regulators could take some time to change the rules surrounding the exchange-traded products involved in the UBS rogue-trading losses, but banks might see an impact soon in capital terms
New techniques focus US op risk executives on scenario analysis
Change of scene
The Atlantic divide over scenario analysis
Continental differences
Top 100 banks: regulators tighten their grip
Capital counts
Regulators seek to change operational risk methodology at October meeting
High-severity events such as the $2.3 billion rogue trading loss at UBS have highlighted the low levels of operational risk regulatory capital firms are holding
AMA and loss data collection on the rise at US banks
More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
Japan FSA’s simple formula for operational risk capital
A simple formula for operational risk capital
BBVA given deadline to improve AMA model
BBVA has been given until December 2011 to make improvements to its AMA model by the Bank of Spain, or will not obtain the capital savings the AMA allows