Operational Risk Capital

Comprehensive operational risk capital solutions for regulatory compliance, capital optimization, and advanced measurement approaches.

30%
Capital Optimization
100%
Regulatory Compliance
95%
Model Accuracy

Advanced Capital Solutions

Our operational risk capital services provide comprehensive solutions for calculating, optimizing, and managing operational risk capital requirements.

From standardized approaches to advanced measurement approaches (AMA), we deliver solutions that ensure regulatory compliance while optimizing capital efficiency.

Capital Calculation

Accurate operational risk capital calculations

AMA Models

Advanced measurement approach modeling

Regulatory Compliance

Full Basel III/IV compliance frameworks

Capital Optimization

Capital efficiency and optimization strategies

Our Capital Services

Standardized Approach

Comprehensive standardized approach implementation for operational risk capital calculation.

  • Business indicator calculation
  • Internal loss multiplier (ILM)
  • Loss component calculation
  • Business indicator component
  • Regulatory capital calculation
  • Standardized approach validation

Advanced Measurement Approach (AMA)

Sophisticated AMA models for advanced operational risk capital calculation.

  • Loss distribution approach (LDA)
  • Scenario-based approach (SBA)
  • Scorecard approach
  • Bayesian networks
  • Monte Carlo simulation
  • Extreme value theory

Loss Data Analysis

Comprehensive loss data analysis for capital model development and validation.

  • Internal loss data analysis
  • External loss data integration
  • Loss data quality assessment
  • Threshold analysis
  • Frequency and severity modeling
  • Loss data scaling and adjustment

Scenario Analysis

Advanced scenario analysis for operational risk capital assessment.

  • Expert judgment scenarios
  • Stress testing scenarios
  • Tail risk scenarios
  • Forward-looking scenarios
  • Scenario quantification
  • Scenario validation and calibration

Capital Allocation & Attribution

Sophisticated capital allocation and attribution methodologies.

  • Business line allocation
  • Risk type attribution
  • Geographic allocation
  • Product line attribution
  • Marginal capital calculation
  • Economic capital allocation

Regulatory Compliance

Comprehensive regulatory compliance for operational risk capital requirements.

  • Basel III/IV compliance
  • Regulatory capital reporting
  • Pillar 3 disclosures
  • Supervisory review process
  • Model validation requirements
  • Regulatory change management

Capital Optimization

Advanced capital optimization strategies for efficient capital management.

  • Capital efficiency analysis
  • Risk mitigation strategies
  • Insurance optimization
  • Business mix optimization
  • Capital planning and forecasting
  • Return on capital analysis

Capital Technology Platforms

Advanced technology platforms for operational risk capital management.

  • Capital calculation engines
  • Model management platforms
  • Regulatory reporting systems
  • Capital planning tools
  • Risk data aggregation
  • Capital analytics dashboards

Capital Implementation Results

Capital Optimization

30%

Average reduction in operational risk capital

Regulatory Compliance

100%

Regulatory compliance achievement rate

Model Accuracy

95%

Capital model accuracy and validation success

Implementation Time

50%

Reduction in capital model implementation time

Our Capital Implementation Process

1

Requirements Analysis

Comprehensive analysis of regulatory and business requirements.

2

Model Design

Design and development of capital calculation models.

3

Data Integration

Integration of loss data, scenarios, and risk factors.

4

Model Validation

Comprehensive validation and testing of capital models.

5

Implementation

Implementation of capital calculation and reporting systems.

6

Optimization

Ongoing optimization and capital efficiency enhancement.

Ready to Optimize Your Operational Risk Capital?

Let our experts help you implement advanced capital solutions that ensure regulatory compliance while optimizing capital efficiency and reducing costs.