08-Internal Capital Adequacy Assessment Process (ICAAP) - METAC

ECONOMIC CAPITAL MEASURE : AMA
EXAMPLE
Ex ante
collection and
processing of
data
Data concerning the
internal losses (classified
per business area or per
type of event)
Adjustments
(inflationary impact)
External losses
Data (OrX, Fitch,
Opvantage)
Choices
(extraordinary losses)
Analysis of the scenarios
(extreme or normal /
habitual)
Quantification
(e.g. Bayes networks, result sheets)
Environment and
internal control
Distinction of homogeneous risk classes
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