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鈥檚 are based on the bank鈥檚 own operational risk measurements and their use requires Prudential Regulation Authority (PRA) consent. The PRA at 鈥淧rudential sourcebook for Banks, Building Societies and Investment Firms鈥� (BIPRU) 6.5 sets minimum qualitative and quantitative standards which the AMA must meet.