Requirement (Basel II)
Operational risk disclosure
Requirements - Basel II
Description
Description
Qualitative disclosures
(a) In addition to the general qualitative disclosure requirement (paragraph 824), the approach(es) for operational risk capital assessment for which the bank qualifies.
(b) Description of the AMA, if used by the bank, including a discussion of relevant internal and external factors considered in the bank’s measurement approach. In the case of partial use, the scope and coverage of the different approaches used.
(c) * For banks using the AMA, a description of the use of insurance for the purpose of mitigating operational risk.