Fabris, Paolo; Leoni, Alessandro; Marfella, Ilaria - In: Risk management magazine 18 (2023) 3, pp. 54-61
) that introduces the Standardised Measurement Approach (SMA) to define the Pillar I operational risk capital requirement …- Assessment. With the entry into force of the SMA, banks have the chance to fully re-think their operational risk Management …, process management and reporting. This paper describes the SMA methodology to be implemented to calculate the Pillar I …