LI, JIANPING; FENG, JICHUANG; CHEN, JIANMING - In: International Journal of Information Technology & … 08 (2009) 04, pp. 727-747
Following the Basel II Accord, with the increased focus on operational risk as an aspect distinct from credit and market risk, quantification of operational risk has been a major challenge for banks. This paper analyzes implications of the advanced measurement approach to estimate the...