Add to ORKGAbstract: This paper surveys the main difficulties involved with the quantitative measurement of operational risk and proposes simulation methods as a practical solution for obtaining the aggregate loss distribution. An example that calculates both expected and unexpected losses as well as operational risk VAR is provided
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
Following the Loss Distribution Approach (LDA), this article develops two procedures for the simulat...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
This paper explores the difficulties involved in quantitative measurement of operational risk and pr...
The debate on quantitative operational risk modeling has only started at the beginning of the last d...
To quantify the aggregate losses from operational risk, we employ actuarial risk model, i.e. we cons...
This paper proposes improvements to advanced measurement approach (AMA) to estimating operational ri...
Risk is unavoidable, so quantification of risk in any institution is of great importance as it allow...
In the present thesis we will firstly familiarize ourselves with the term of operational risk, it's ...
Operational risk management and measurement has been paid an increasing attention in last years. The...
Operational risk in recent years has become an important part of banks, insurance companies and fina...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
1In the operational risk field, the computation of the capital charge is based, in most cases, on th...
Operational risk management and measurement has been paid an increasing attention in recent years - ...
Estimation of the operational risk capital under the loss distribution approach requires evaluation ...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
Following the Loss Distribution Approach (LDA), this article develops two procedures for the simulat...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
This paper explores the difficulties involved in quantitative measurement of operational risk and pr...
The debate on quantitative operational risk modeling has only started at the beginning of the last d...
To quantify the aggregate losses from operational risk, we employ actuarial risk model, i.e. we cons...
This paper proposes improvements to advanced measurement approach (AMA) to estimating operational ri...
Risk is unavoidable, so quantification of risk in any institution is of great importance as it allow...
In the present thesis we will firstly familiarize ourselves with the term of operational risk, it's ...
Operational risk management and measurement has been paid an increasing attention in last years. The...
Operational risk in recent years has become an important part of banks, insurance companies and fina...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
1In the operational risk field, the computation of the capital charge is based, in most cases, on th...
Operational risk management and measurement has been paid an increasing attention in recent years - ...
Estimation of the operational risk capital under the loss distribution approach requires evaluation ...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
Following the Loss Distribution Approach (LDA), this article develops two procedures for the simulat...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...