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advanced-measurement-approach

  1. Nicole Seaman

    P2.T7.20.12. Standardized Measurement Approach (SMA) to operational risk capital

    Learning objectives: Explain the elements of the new standardized approach to measure operational risk capital, including the business indicator, internal loss multiplier and loss component and calculate the operational risk capital requirement for a bank using this approach. Compare the...
  2. Nicole Seaman

    P2.T7.20.8. Capital regulation before the global financial crisis (2nd of 2)

    Learning objectives: Describe changes to the Basel regulations made as part of Basel II, including the three pillars. Compare the standardized IRB approach, the Foundation Internal Ratings-Based (IRB) approach and the advanced IRB approach for the calculation of credit risk capital under Basel...
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