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internal-loss-multiplier

  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.T7.803. Standardized Measurement Approach (SMA) to Operational Risk

    Learning objectives: Explain the elements of the proposed Standardized Measurement Approach (SMA), including the business indicator, internal loss multiplier and loss component, and calculate the operational risk capital requirement for a bank using the SMA. Compare the SMA to earlier methods of...
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