AMA Model Implementation

EVMTech has implemented several operational risk capital models for banks complying with AMA standards. Our implementations fully support the internal and external reporting needs, and provide the flexibility to meet changing reporting requirements. The implementations are based either on our risk analysis platform Risk# or on any platform using Risk Library.

Features of our implementations are:

  • Coverage of AMA modeling techniques currently used across the industry
  • Flexibility to easily add new functionality or enhance existing one
  • Independent validation as part of our clients’ regulatory compliance
  • Use of high-performance algorithms to speed up computational time for testing or sensitivity analysis
  • Use of efficient approaches to prototyping and deployment in operating environments
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