Roberto Ugoccioni

Intesa SanPaolo Spa

Piazza P. Ferrari 10

Milan, 20121

Italy

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Comments on the Basel Committee on Banking Supervision Proposal for a New Standardized Approach for Operational Risk

Journal of Operational Risk, Vol. 11, No. 3, 2016
Number of pages: 20 Posted: 15 Sep 2016
Giulio Mignola, Roberto Ugoccioni and Eric Cope
Intesa SanPaolo Spa, Intesa SanPaolo Spa and Credit Suisse AG
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Abstract:

operational risk measurement, advanced measurement approach (AMA), standardized measurement approach (SMA), Basel Committee on Banking Supervision (BCBS), capital requirement, capital variability