standardized-approach

  1. Nicole Seaman

    P1.T4.24.7 Operational risk, BIA, AMA & SMA

    Learning Objectives: Describe the different categories of operational risk and explain how each type of risk can arise. Compare the basic indicator approach, the standardized approach, and the advanced measurement approach for calculating operational risk regulatory capital. Describe the...
    • Nicole Seaman
    • Thread
    • advanced-measurement-approach basic-indicator-approach operational-risk regulatory-capital standardized-approach standardized-measurement-approach
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T7.20.12. Standardized Measurement Approach (SMA) to operational risk capital

    Learning objectives: Explain the elements of the new standardized approach to measure operational risk capital, including the business indicator, internal loss multiplier and loss component and calculate the operational risk capital requirement for a bank using this approach. Compare the...
    • Nicole Seaman
    • Thread
    • advanced-measurement-approach business-indicator internal-loss-multiplier loss-component operational-loss-data operational-risk-capital standardized-approach
    • Replies: 0
    • Forum: FRM® Practice Questions
  3. Nicole Seaman

    P2.T7.20.11. High-level summary of Basel III reforms

    Learning objectives: Explain the motivations for revising the Basel III framework and the goals and impacts of the December 2017 reforms to the Basel III framework. Summarize the December 2017 revisions to the Basel III framework in the following areas: The standardized approach to credit risk...
    • Nicole Seaman
    • Thread
    • basel iii cva-risk-framework internal-ratings-based-approach leverage-ratio-framework operational-risk-framework output-floor standardized-approach standardized-irb-approach
    • Replies: 0
    • Forum: FRM® Practice Questions
  4. Nicole Seaman

    P2.T7.20.8. Capital regulation before the global financial crisis (2nd of 2)

    Learning objectives: Describe changes to the Basel regulations made as part of Basel II, including the three pillars. Compare the standardized IRB approach, the Foundation Internal Ratings-Based (IRB) approach and the advanced IRB approach for the calculation of credit risk capital under Basel...
    • Nicole Seaman
    • Thread
    • advanced-irb-approach advanced-measurement-approach basel i basel ii basel-1-regulations basel-amendments basic-indicator-approach foundation-irb-approach solvency ii standardized-approach standardized-irb-approach
    • Replies: 0
    • Forum: FRM® Practice Questions
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