profile which is shaped by managerial decisions. An operational risk profile obtained solely from historical loss data could … further change due to corrective actions implemented by the bank after the occurrence of those events. This document …-mapping, scorecards and scenario-analysis. These techniques are still relatively new and the particular features of each bank shape the …

of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Multiple … statistical concepts such as the Loss Distribution Approach and the Extreme Value Theory, including scenario analysis method, are … considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their …

estimation using quantile matching. Then we use single-loss approximation (SLA) to examine sensitivity of scenario based capital …

bank is analyzed using several approaches. Multiple statistical concepts such as the Loss Distribution Approach or the … of 2006 and recent severe operational risk loss events. This paper focuses on operational risk measurement techniques and … this method, custom plausible loss events defined in a particular scenario are merged with the original data sample and …

Risk and loss are common words that need to be clearly defined when embarking on the task of assessing operational … loss data collection towards more forward-looking risk assessment and comprehensive risk management. …