Difference between revisions of "TSA"

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The Standardised Approach is a method of evaluation of certain operational risks for banks, for capital adequacy calculation purposes.
 
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.
 
  
  
 
==See also==
 
==See also==
*[[AMA]]
 
 
*[[ASA]]
 
*[[ASA]]
*[[Beta]]
 
 
*[[BIA]]
 
*[[BIA]]
 
*[[Bank supervision]]
 
*[[Bank supervision]]

Revision as of 15:48, 31 October 2016

Bank supervision - capital adequacy - operational risk.

Standardised Approach.

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


See also