Consider two banks, each with a BI component of 400 million euros. Bank A has suffered eight operational risk losses in the past 10 years. The amount of the losses is 120 million euros for each loss. Bank B has suffered two operational risk losses in the past 10 years. The amount of each of the two losses is 300 million euro. What is the operational risk regulatory capital for each bank under SMA?

Consider two banks, each with a BI component of 400 million euros. Bank A has suffered eight operational risk losses in the past 10 years. The amount of the losses is 120 million euros for each loss. Bank B has suffered two operational risk losses in the past 10 years. The amount of each of the two losses is 300 million euro. What is the operational risk regulatory capital for each bank under SMA