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Guidance on Advanced Approaches

The Guidance on Advanced Approaches (GAA Series) addresses technical matters relating to the implementation of the advanced approaches risk-based capital rule.

  • GAA 2015-02: Supervisory Work Programs for Reviewing Advanced Approaches Banks' Use of Internal Ratings-Based Approaches for Credit Risk (PDF)
  • GAA 2015-01: Supervisory Guidance for Implementation of the Simplified Supervisory Formula Approach for Securitization Exposures Under the Advanced Approaches Risk-Based Capital Rule ( PDF)
  • GAA 2014-03: Selection of Reference Data Periods and Approaches to Data Deficiencies When Quantifying Retail and Wholesale Risk Parameters (PDF)
  • GAA 2014-02: Guidance Relating to Notifications of Material Changes to Advanced Systems and Modeling Changes (PDF)
  • GAA 2014-01: Supervisory Guidance for Data, Modeling, and Model Risk Management Under the Operational Risk Advanced Measurement Approaches (PDF)
  • GAA 2013-01: Implementing the Supervisory Formula Approach for Securitization Exposures (PDF)
Last Updated: 02/04/2019