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Almost Concluding Thoughts Between a Comparative Analysis and a Sensitivity Analysis: Look Over the Regulatory View

  • Paola LeoneEmail author
  • Vitantonio Matarazzo
  • Pasqualina Porretta
  • Mario Vellella
Chapter
Part of the Palgrave Macmillan Studies in Banking and Financial Institutions book series (SBFI)

Abstract

The chapter proposes a comparative analysis between the new regulatory approach (Standard Measurement Approach, SMA) and the existing one (Advanced Measurement Approach, AMA); provides a risk factor sensitivity analysis of the two approaches and attempts to highlight advantages and disadvantages of this new regulatory approach in the field of the Single Supervisory Mechanism Regulation (SSRM). In this perspective, and in the light of the main results of the comparative analysis, the chapter also tries to define the impact of the new regulatory approach on financial intermediaries in an integrated risk perspective and propose Operational RAF (Risk Appetite Framework) as an important operational management tool.

Keywords

Standard measurement approach Risk factor sensitivity analysis Operational RAF 

References

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Copyright information

© The Author(s) 2018

Authors and Affiliations

  • Paola Leone
    • 1
    Email author
  • Vitantonio Matarazzo
    • 2
  • Pasqualina Porretta
    • 1
  • Mario Vellella
    • 2
  1. 1.Sapienza University of RomeRomeItaly
  2. 2.Poste ItalianeBancoPostaRomeItaly

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