loss distribution approach
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Title |
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ERM Resource |
07/09/2017 |
Quantification of Operational Risk: A Scenario-Based Approach |
loss distribution approach, Operational Risk, Risk Management Tools and Techniques, scenario based model |
ERM Resource |
07/09/2017 |
Modelling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms |
Basel III, loss distribution approach, Operational Risk, operational risk, Reputation risk, Repution Risk, Risk Appetite, Risk Capacity and Risk Objectives, Solvency II, value at risk |