Evaluation the AMA and the New Standardized Approach for Operational Risk Capital
| Author | : Marco Migueis |
| Publisher | : |
| Total Pages | : 19 |
| Release | : 2018 |
| ISBN-10 | : OCLC:1304406385 |
| ISBN-13 | : |
| Rating | : 4/5 (85 Downloads) |
Book Synopsis Evaluation the AMA and the New Standardized Approach for Operational Risk Capital by : Marco Migueis
Download or read book Evaluation the AMA and the New Standardized Approach for Operational Risk Capital written by Marco Migueis and published by . This book was released on 2018 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seven desirable properties for a capital framework are proposed, and the Advanced Measurement Approach (AMA) and the new standardized approach (NSA) for operational risk capital are evaluated relative to them. The AMA is vulnerable to gaming, complex, and lacks comparability. The NSA lacks risk sensitivity and is unlikely to be appropriately conservative for US banks.
