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This chapter describes disclosure requirements for operational risk.

Effective as of: 15 Dec 2019 | Last update: 15 Dec 2019
Status: Current (View changes)
A new version will be effective as of 01 Jan 2022 | View future version



The disclosure requirements for operational risk are set out below.

Operational risk disclosure requirements

Qualitative disclosures


The approach(es) for operational risk capital assessment for which the bank qualifies.


Description of the advanced measurement approaches (AMAs) for operational risk, 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.


For banks using the AMAs, a description of the use of insurance for the purpose of mitigating operational risk.

*Fulfilling this requirement is a condition for use of the particular approach (AMA) for the calculation of regulatory capital.