A loss distribution model for operational risk derived from pooled bank losses
Download full text from publisher
More about this item
Keywordsloss model; operational risk; advanced measurement approaches (AMA); Basel II; pooled loss data; Pareto distribution;
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:jofitr:0868. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Prof. Shahin Shojai). General contact details of provider: http://www.capco.com/ .
We have no references for this item. You can help adding them by using this form .