Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
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- repec:gam:jrisks:v:4:y:2016:i:2:p:14:d:70470 is not 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.
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- Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2019. "Should the Advanced Measurement Approach for Operational Risk be Discarded? Evidence from the Chinese Banking Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-15, March.
- Marco Migueis, 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 (U.S.), revised 07 Aug 2018.
More about this item
KeywordsBasel Committee for Banking Supervision regulations; loss distribution approach; advanced measurement approach; operational risk; standardised measurement approach;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2018-07-16 (Banking)
- NEP-CBA-2018-07-16 (Central Banking)
- NEP-RMG-2018-07-16 (Risk Management)
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