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• AMA Models
  ...set Quantitative Models involved in the [[Advanced Measurement Approach]] (AMA), one of the possible options under the Basel<ref>Basel II Accord, 2006</re The AMA framework must include the use of four data elements:
  2 KB (238 words) - 14:34, 19 November 2019

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• AMA Models
  ...set Quantitative Models involved in the [[Advanced Measurement Approach]] (AMA), one of the possible options under the Basel<ref>Basel II Accord, 2006</re The AMA framework must include the use of four data elements:
  2 KB (238 words) - 14:34, 19 November 2019
• Economic Capital Models
  * Economic Capital for Operational Risk, e.g. via [[AMA Models]]
  1 KB (169 words) - 15:02, 23 June 2020
• BCBS 100
  ...ing: (1) initial approval and validation of "advanced" approaches (eg IRB, AMA) under Pillar 1; (2) the supervisory review process under Pillar 2; and (3)
  4 KB (603 words) - 11:39, 26 March 2021
• BCBS 106
  ''Principles for the home-host recognition of AMA operational risk capital''. ...approach sets out how a banking organisation that calculates a group-wide AMA capital requirement might calculate the operational risk capital requiremen
  5 KB (657 words) - 11:39, 26 March 2021
• BCBS 131
  ...rved range of practice in key elements of Advanced Measurement Approaches (AMA)''. ...table bank practices for measuring and managing operational risk under the AMA.</p>
  7 KB (1,148 words) - 11:43, 26 March 2021
• BCBS 133
  ...d allocation mechanisms in the context of Advanced Measurement Approaches (AMA)''. ...specifically addresses allocation mechanisms developed as part of a hybrid AMA.</p>
  4 KB (601 words) - 11:43, 26 March 2021
• BCBS 135
  ...d allocation mechanisms in the context of Advanced Measurement Approaches (AMA)''. ...specifically addresses allocation mechanisms developed as part of a hybrid AMA.</p>
  4 KB (525 words) - 11:43, 26 March 2021
• BCBS 160 B
  ...rved range of practise in key elements of Advanced Measurement Approaches (AMA)''. ...the range of practice in banks' use of the advanced measurement approach (AMA) for operational risk describes the practices observed by BCBS members some
  2 KB (307 words) - 11:44, 26 March 2021
• BCBS 181
  ...se, the report clarifies supervisory expectations on the range of industry AMA practices while promoting increased convergence in operational risk managem
  2 KB (273 words) - 11:44, 26 March 2021
• BCBS D355
  ...eighted capital ratios. The Committee is therefore proposing to remove the AMA from the regulatory framework.</p> * Keywords: [[Operational Risk]], [[AMA]], [[Measurement]], [[Standardised Approach]], [[Business Indicator]], [[Lo
  3 KB (412 words) - 11:48, 26 March 2021
• BCBS NL7
  ''The treatement of expected losses by banks using the AMA under the Basel II Framework''. ...nt of expected operational risk losses in Advanced Measurement Approaches (AMA). This newsletter was developed in response to requests from the industry f
  2 KB (259 words) - 11:50, 26 March 2021