Regulatory Alerts2024-06-26
BPR150 Standardised Operational Risk
The Reserve Bank of New Zealand issued BPR150 to establish the standardised methodology for calculating operational risk capital requirements for banks not accredited to use the Advanced Measurement Approach. The document mandates that banks divide activities into retail and commercial banking, calculated using gross loan observations, and all other activities, calculated using adjusted gross income. These components are summed to determine the total operational risk capital requirement, which is integral to assessing compliance with minimum regulatory capital ratios under BPR100.
Share