Almost Concluding Thoughts Between a Comparative Analysis and a Sensitivity Analysis: Look Over the Regulatory View

Paola Leone (), Vitantonio Matarazzo (), Pasqualina Porretta and Mario Vellella ()
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Paola Leone: Sapienza University of Rome
Vitantonio Matarazzo: BancoPosta
Mario Vellella: BancoPosta

Chapter Chapter 5 in Measuring and Managing Operational Risk, 2018, pp 183-205 from Palgrave Macmillan

Abstract: Abstract The chapter proposes a comparative analysis between the new regulatory approach (Standard Measurement Approach, SMA) and the existing one (Advanced Measurement Approach, AMA); provides a risk factor sensitivity analysis of the two approaches and attempts to highlight advantages and disadvantages of this new regulatory approach in the field of the Single Supervisory Mechanism Regulation (SSRM). In this perspective, and in the light of the main results of the comparative analysis, the chapter also tries to define the impact of the new regulatory approach on financial intermediaries in an integrated risk perspective and propose Operational RAF (Risk Appetite Framework) as an important operational management tool.

Keywords: Standard measurement approach; Risk factor sensitivity analysis; Operational RAF (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-3-319-69410-8_5

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DOI: 10.1007/978-3-319-69410-8_5

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