Supervisory position on the SMA and AMA

Summary - Oct 2018

Six months after the BCBS confirmed the implementation of the SMA and removal of the AMA, we were still hearing mixed messages on the adoption of the SMA and current status of AMA models.

To clarify the position, we ran a very short snap survey to capture the perceived supervisory views of the SMA and AMA.

We From this survey, we wrote a short paper for our members summarising the views of 30 participants on their perceived supervisory position on the SMA and AMA. This work complements a capital benchmark study that provided analysis of the QIS Basel III submissions.