A Constructive Review of Basel's Proposals on Operational Risk
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- Dalla Valle, L. & Giudici, P., 2008. "A Bayesian approach to estimate the marginal loss distributions in operational risk management," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3107-3127, February.
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KeywordsFinancial Markets; Policy and Regulation; Operational Risk; Basel Accord; Capital Models; Risk Aggregation;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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