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  • Operational Risk Quantitative Disclosures

    • PD-1.3.33A

      The following quantitative disclosures should be made for operational risk:

      (a) The calculation of the capital charge or RWA equivalent for operational risk;
      (b) Indicators of operational risk exposures, such as gross income; and
      (c) Material legal contingencies including pending legal actions and a discussion and estimate of the potential liabilities.
      Added: April 2016