Skip to content

OpenCommons.ukCharities · Interests · Companies · Postcodes · Properties · Legislation

OpenCommons

OpenCommons
Charities
Interests
Companies
Postcodes
Properties
Legislation

OpenLegislation

OpenLegislation
Commission Delegated Regulation (EU) 2018/959 of 14 March 2018 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards of the specification of the assessment methodology under which competent authorities permit institutions to use Advanced Measurement Approaches for operational risk (Text with EEA relevance)

Chapter 3 QUANTITATIVE STANDARDS

United Kingdom

Original text. Later amendments are not shown.

1Use of internal data, external data, scenario analysis and BEICF (‘the four elements’)
2Core modelling assumptions of the operational risk measurement system
3Expected loss and Correlation
4Capital allocation mechanism

Chapter 3

Legislation: Commission Delegated Regulation (EU) 2018/959 of 14 March 2018 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards of the specification of the assessment methodology under which competent authorities permit institutions to use Advanced Measurement Approaches for operational risk (Text with EEA relevance)
Citation: EU Regulation 2018/959, chapter 3
Official version: legislation.gov.uk

Data

JSON
Markdown

Home Search Browse Data MCP About Privacy

Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives. legislation.gov.uk is the official version.

Not legal advice.

👋 Jason Cartwright