About operational risk modelling
Previous approaches to operational risk modelling
Distributions and correlations
Practical problems in combining internal and external data
Obtaining business benefits from capital modelling
Obtaining business benefits from qualitative modelling
ABOUT OPERATIONAL RISK MODELLING
Much has been written about the mathematical modelling of operational risk. Unfortunately, almost all of the writing has been very mathematical and with very little focus on the business benefits. It is almost as though the modelling of operational risk should be sufficient in itself as an intellectual exercise. Modelling appears ...
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