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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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0.3%0.5%0.8%0.2% · Jul 201619922001200920182026
2 results for “OpCar”
Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?q-fin.RM

The paper critiques the Standardized Measurement Approach for operational risk and advocates for maintaining the Advanced Measurement Approach.

problem The weaknesses and pitfalls of the Standardized Measurement Approach for operational risk.
method Discussion and study of the weaknesses and pitfalls of the Standardized Measurement Approach.
result Advocates for maintaining the Advanced Measurement Approach and suggests standardization recommendations.
operational riskStandardized Measurement ApproachAdvanced Measurement ApproachAMAOpCar
2016-07-08abs ↗pdf ↗
Standardized Measurement Approach (SMA) vs Advanced Measurement Approaches (AMA): A Critical Review of Approaches in Operational Riskq-fin.RM

This paper critiques the Standardized Measurement Approach (SMA) for operational risk and recommends maintaining Advanced Measurement Approach (AMA).

problem Weaknesses and failures of the Standardized Measurement Approach (SMA) in operational risk.
method Critical review and analysis of SMA and AMA approaches.
result SMA is unstable, insensitive to risk, and implicitly related to systemic risk in the banking sector.
operational riskStandardized Measurement ApproachAdvanced Measurement ApproachBasel Committeebanking supervision
2025-02-03abs ↗pdf ↗