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ABN Amro ditches op risk modelling

Dutch lender latest EU bank to switch to the standardised approach ahead of SMA introduction in 2025

Abn amroEuropean banking authority ebaBasel committee on banking supervision bcbsAbn amroOperational riskOperational risk modellingDvanced measurement approach amaAsic indicator approach biaStandardised approachesTandardised measurement approach smaBasel iiiIsk weighted assets rwasIsk quantum

Share of op risk modelling falls at European banks

Less than half of analysed dealers rely on the AMA, as introduction of new standardised approach looms large

Basel committee on banking supervision bcbsEserve bank of india rbiAbn amroBanco sabadellBnp paribasCrédit agricoleCrédit mutuelDanske bankDz bankNb bank groupDeutsche bankErste groupNg groupIntesa sanpaoloKbc groupAndesbank baden württemberg lbbw

CCPs unlikely to be wiped out by op losses, research suggests

Former LCH risk chief says sharing loss data would help CCPs avoid risk of holding too little capital, or too much

Dennis mclaughlinIce clear europeEurex clearingDefault fundsDefault riskLearing membersEcovery and resolutionSkin in gameLoss dataOperational riskOperational risk capitalTail riskAsic indicator approach biaUropean market infrastructure regulation emirRisk management

SA extends reach over EU banks market and op risk

Regulator-devised models have been capturing a bigger chunk of RWAs through the pandemic

European banking authorityEuropean unionEuropean banking authority ebaMarket risk modellingMarket riskOperational riskOperational risk modellingStandardised approachesNternal models approach imaDvanced measurement approach amaAsic indicator approach biaIsk weighted assets rwasBasel iiiInternal modelsIsk quantum

Basel III heralds 41% op risk jump for EU banks

Capital requirements set to rise almost 88% for those G-Sibs that don’t currently use the AMA

European banking authorityEuropean unionEuropean banking authority ebaBasel committee on banking supervision bcbsOperational riskOperational risk capitalOperational risk modellingDvanced measurement approach amaTandardised measurement approach smaBasel iiiCapital adequacyAsic indicator approach biaCapital requirementsG sibsTier 1 capitalIsk quantum

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