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RBI s op risk charges climb 22% on input-series update

Recalibration reverses savings from discontinuation of AMA a year earlier

Raiffeisen bank internationalEuropean unionCommon equity tierRisk quantumRaiffeisen bank international rbiBasel committee on banking supervision bcbsEuropean commission ecEntral and eastern europe ceeOperational riskOperational risk capitalOperational risk dataOperational risk modellingIsk weighted assets rwasCountry riskLegal riskRussia ukraine conflict

FMIs get busy, as supervisors circle

Via new roles and controls, exchanges and clearers hope to “get ahead” of regulatory wave

Financial market infrastructures fmisEy risk indicators krisOperational riskOperational risk modellingTrading platformsRisk scenariosOp risk benchmarking 2023Regulatory complianceRisk management

Op Risk Benchmarking, round III: the FMIs

Decade of change has seen exchanges and CCPs grow in size and importance, dragging their management of op risk into the regulatory spotlight

United statesNorth americaRisk benchmarkingOperational riskOperational risk capitalOperational risk dataOperational risk modellingInformation securityCyber riskOp risk benchmarking 2023P risk benchmarkingRisk management

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

Climate risk overlays unnerve model-validation teams

Risk Live: Model risk managers fear they lack the data or skills to properly test expert judgement

European banking authority ebaModel riskModel validationClimate changeOperational riskOperational risk modellingIsk live 2023Risk management

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