Resources for Basel II Capital Accord (Basel II)

Banking Agencies Publish Supplemental Guidance On Basel II—Operational Risk Advanced Measurement Approach

Mondaq

The four federal banking agencies published extensive proposed supervisory guidance documents (the "Supervisory Guidance") meant to supplement the US Basel II Advanced Capital Adequacy Framework (the "Advanced Framework") notice of proposed rulemaking issued ("NPR") on September 25, 2006. The Supervisory Guidance covers three distinct areas: (1) internal risk based systems for credit risk; (2) the operational risk advanced measurement approach (the "AMA"); and (3) the supervisory review process for the Advanced Framework. Last week’s article focused on the third area, and this article focuses on the second component, the AMA. Comments on all aspects of the proposal are due within 90 days of its publication in the Federal Register.

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