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 (Expand. Source BIS http://www.bis.org/publ/bcbs291.pdf) |
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| Line 1: | Line 1: | ||
''Bank supervision - capital adequacy - operational risk | ''Bank supervision - capital adequacy - operational risk''. | ||
Basic Indicator Approach. | Basic Indicator Approach. | ||
The Basic Indicator Approach is a method of evaluation of certain operational risks for banks, for capital adequacy calculation purposes. | The Basic Indicator Approach is a method of evaluation of certain operational risks for banks, for capital adequacy calculation purposes. | ||
Under the BIA, gross income is multiplied by a coefficient (alpha) to calculate the measure of risk weighted assets. | |||
==See also== | ==See also== | ||
*[[Alpha]] | |||
*[[AMA]] | *[[AMA]] | ||
*[[ASA]] | *[[ASA]] | ||
| Line 13: | Line 17: | ||
*[[Internal Models Approach]] | *[[Internal Models Approach]] | ||
*[[Operational risk]] | *[[Operational risk]] | ||
*[[Risk weighted assets]] | |||
*[[TSA]] | *[[TSA]] | ||
Revision as of 10:58, 29 October 2016
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.
Under the BIA, gross income is multiplied by a coefficient (alpha) to calculate the measure of risk weighted assets.
