BIA: Difference between revisions
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imported>Doug Williamson (Create the page. Source: PRA http://www.bankofengland.co.uk/pra/Documents/publications/sop/2015/p2methodologies.pdf) |
imported>Doug Williamson (Mend link.) |
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''Bank supervision - capital adequacy - operational risk | ''Bank supervision - capital adequacy - operational risk''. | ||
Basic Indicator Approach. | Basic Indicator Approach. | ||
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==See also== | ==See also== | ||
*[[Alpha]] | |||
*[[AMA]] | *[[AMA]] | ||
*[[ASA]] | *[[ASA]] | ||
*[[Bank supervision]] | *[[Bank supervision]] | ||
*[[Basic indicator approach]] | |||
*[[Capital adequacy]] | *[[Capital adequacy]] | ||
*[[Internal Models Approach]] | *[[Internal Models Approach]] | ||
*[[Operational risk]] | *[[Operational risk]] | ||
*[[TSA]] | *[[Risk Weighted Assets]] | ||
*[[Standardised Approach]] (SA or TSA) | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
Latest revision as of 19:56, 25 June 2022
Bank supervision - capital adequacy - operational risk.
Basic Indicator Approach.
The Basic Indicator Approach is a method of evaluation of certain operational risks for banks, for capital adequacy calculation purposes.
