Understanding Operational Risk Capital Approximations: First and Second Orders
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- Alice X. D. Dong & Jennifer S. K. Chan & Gareth W. Peters, 2014. "Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression," Papers 1402.2492, arXiv.org.
- Gareth W. Peters & Pavel V. Shevchenko & Bertrand Hassani & Ariane Chapelle, 2016. "Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?," Papers 1607.02319, arXiv.org, revised Sep 2016.
- Gareth Peters & Pavel Shevchenko & Bertrand Hassani & Ariane Chapelle, 2016. "Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01391091, HAL.
- Gareth W. Peters & Pavel V. Shevchenko & Bertrand K. Hassani & Ariane Chapelle, 2016. "Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?," Documents de travail du Centre d'Economie de la Sorbonne 16065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-16 (All new papers)
- NEP-BAN-2013-03-16 (Banking)
- NEP-CBA-2013-03-16 (Central Banking)
- NEP-CWA-2013-03-16 (Central & Western Asia)
- NEP-RMG-2013-03-16 (Risk Management)
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