fortgeschrittener Messansatz): A tool used by institutions to measure operational risk. This is ultimately based on the bank’s own estimates of capital backing and must be approved by the supervisory authority. – See counterparty credit risk, default, probability of default, backtesting, Herfindahl-Hirschman index, internal ratings-based approach, calibration, credit risk, rating, rating steps, risk measurement, risk profile, debt, non-performing, discriminatory power, validation, value at risk, loss, unexpected, loss rate. – Cf. BaFin Annual Report 2005, p. 121 (applications to use AMA), BaFin Annual Report 2006, p. 115 (explicit capital requirements for operational risk by SolvV),
BaFin Annual Report 2007, p. 135 f. (new AMA approvals), BaFin Annual Report 2008, p. 132 f. (approval procedure for use of the AMA; discussions on basic indicator approach), BaFin Annual Report 2009, p. 152 f. (joint study by Deutsche Bundesbank and BaFin regarding he institutions using the basic indicator approach), BaFin’s 2010 Annual Report, p. 165 (additional institutions have received approval to use the AMA), and the respective BaFin Annual Report, chapter „Supervision of Banks, Financial Service Providers, and Payment Institutions,“ section „Supervisory Action.“

Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent!
University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/

Kommentare geschlossen.