Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Year of publication: |
2016
|
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Authors: | Peters, Gareth ; Shevchenko, Pavel V. ; Hassani, Bertrand ; Chapelle, Ariane |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 3, p. 1-49
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Subject: | operational risk (OpRisk) | standardized measurement approach (SMA) | loss distribution approach (LDA) | advanced measurement approach (AMA) | Basel Committee for Banking Supervision (BCBS) regulations | Finanzdienstleistung | Financial services | Operationelles Risiko | Operational risk | Basler Akkord | Basel Accord | Messung | Measurement | Risikomanagement | Risk management | Bankrisiko | Bank risk | Bankenaufsicht | Banking supervision |
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