Seven desirable properties for a capital framework are proposed, and the Advanced Measurement Approach (AMA) and the new standardized approach (NSA) for operati

This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for ope

In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction

Recently, Basel Committee for Banking Supervision proposed to replace all approaches, including Advanced Measurement Approach (AMA), for operational risk capita