3

Annual Significant Influence Function (SIF) attestation of Operational Risk Advanced Measurement Approach

3.1

PRA expects an appropriate individual in a SIF role to provide to the PRA, on an annual basis, written attestation that: 

  1. (a) the firm’s AMA (for which it has received a permission) comply with the requirements in Part 3 Title III of the CRR, and any applicable PRA operational risk supervisory statements; and 
  2. (b) where the firm’s AMA has been found not to be compliant, a credible plan for a return to compliance is in place and being completed.

3.2

Firms should agree with the PRA the appropriate SIF for providing this attestation, noting that the PRA would not expect to agree more than 2 SIFs to cover the firm’s operational risk AMA as described in Part 3 Title III of the CRR.