Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
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References listed on IDEAS
- Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments," Papers 1603.01041, arXiv.org.
- Dong, Alice X.D. & Chan, Jennifer S.K. & Peters, Gareth W., 2015. "Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Approaches," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 45(03), pages 503-550, September.
- Gareth W. Peters & Rodrigo S. Targino & Pavel V. Shevchenko, 2013. "Understanding Operational Risk Capital Approximations: First and Second Orders," Papers 1303.2910, arXiv.org.
- Gareth W. Peters & Wilson Ye Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments," Risks, MDPI, Open Access Journal, vol. 4(2), pages 1-41, May.
- Gareth W. Peters & Pavel V. Shevchenko & Mario V. Wuthrich, 2009. "Dynamic operational risk: modeling dependence and combining different sources of information," Papers 0904.4074, arXiv.org, revised Jul 2009.
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- repec:eee:phsmap:v:516:y:2019:i:c:p:327-339 is not listed on IDEAS
- Migueis, Marco, 2017. "Forward-looking and Incentive-compatible Operational Risk Capital Framework," Finance and Economics Discussion Series 2017-087, Board of Governors of the Federal Reserve System (US), revised 07 Aug 2018.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2016-07-16 (Banking)
- NEP-CBA-2016-07-16 (Central Banking)
- NEP-GER-2016-07-16 (German Papers)
- NEP-RMG-2016-07-16 (Risk Management)
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