AICPA and Standardised Approach: Difference between pages

Latest revision as of 02:31, 31 January 2024

Bank supervision - capital adequacy - operational risk.

(SA or TSA).

The Standardised Approach is a method of evaluation of certain operational risks for banks, for capital adequacy calculation purposes.

Under the standardised approach, gross income (GI) is multiplied by a coefficient (beta) to calculate the measure of risk weighted assets.

For example:

GI x beta = RWAs

£10m x 12% = £1.2m

The beta varies, according to the business line.

@@ Line 1: / Line 1: @@
-.  ''US.''
+''Bank supervision - capital adequacy - operational risk''.
-American Institute of Certified Public Accountants.
+(SA or TSA).
+The Standardised Approach is a method of evaluation of certain operational risks for banks, for capital adequacy calculation purposes.
-.
-Association of International Certified Professional Accountants.
+Under the standardised approach, gross income (GI) is multiplied by a coefficient (beta) to calculate the measure of risk weighted assets.
+For example:
-== See also ==
+GI x beta = RWAs
-* [[Association of International Certified Professional Accountants]]
-* [[Attestation]]
-* [[CGMA]]
-* [[CPA]]
-* [[SSAE]]
-[[Category:Ethics]]
+£10m x 12% = £1.2m
+The beta varies, according to the business line.
+==See also==
+*[[AMA]]
+*[[ASA]]
+*[[Basel III Endgame]]
+*[[Beta]]
+*[[BIA]]
+*[[Bank supervision]]
+*[[Capital adequacy]]
+*[[Internal Models Approach]]
+*[[Operational risk]]
+* [[Risk Weighted Assets]]
+[[Category:Accounting,_tax_and_regulation]]
+[[Category:Identify_and_assess_risks]]
+[[Category:Manage_risks]]
+[[Category:Risk_reporting]]
+[[Category:Risk_frameworks]]