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A Critique of the Advanced Measurement Approach to Regulatory Capital Against Operational Risk
Company: Journal of Banking Regulation
Company Url: Click here to open
Year Of Publication: 2008
Month Of Publication: May
Resource Link: Click here to open
Pages: 151-164
Download Count: 35
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 12-21-2008
Publisher: Administrator
Summary
The advanced measurement approach (AMA) proposed by the Basel Committee to calculate regulatory capital against operational risk is problematical because there is no consensus on what constitutes this approach, because its implementation is difficult, and because !it is unlikely to pay off in terms of costs and benefits. It is argued that there is no obvious reason why the AMA would produce lower capital charges than the less sophisticated approaches, and that the development of internal models of operational risk should not be motivated by regulatory considerations.
volume 9, number 3
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Author(s)
Moosa, Imad A. Sign in to follow this author
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