INTM267745 | 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 Prudential Regulation Authority (PRA) consent. The PRA at “Prudential sourcebook for Banks, Building Societies and Investment Firms” (BIPRU) 6.5 sets minimum qualitative and quantitative standards which the AMA must meet.