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HMRC internal manual

International Manual

From
HM Revenue & Customs
Updated
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Foreign banks trading in the UK through permanent establishments: The approach in determining an adjustment to funding costs - STEP 2: Risk weighting the assets - the Basel II regulatory regime: Pillar 1 - advanced measurement approaches

AMA’s are based on the bank’s own operational risk measurements and their use requires Financial Services Authority (FSA) consent. The FSA at “Prudential sourcebook for Banks, Building Societies and Investment Firms” (BIPRU) 6.5 sets minimum qualitative and quantitative standards which the AMA must meet.