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Following Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper, we deeply analyze these incidents and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The...
Persistent link: https://www.econbiz.de/10010610164
Following Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper, we deeply analyze these incidents and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The...
Persistent link: https://www.econbiz.de/10009359833
Following Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper, we deeply analyze these incidents and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The...
Persistent link: https://www.econbiz.de/10010721556
Following Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper, we deeply analyze these incidents and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The...
Persistent link: https://www.econbiz.de/10010721557
of the Extreme Value Theory (EVT) to evaluate the corresponding capital allocation. In this paper, we highlight the …
Persistent link: https://www.econbiz.de/10009359824
Following Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper, we deeply analyze these incidents and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The...
Persistent link: https://www.econbiz.de/10010635043
of the Extreme Value Theory (EVT) to evaluate the corresponding capital allocation. In this paper, we highlight the …
Persistent link: https://www.econbiz.de/10011025772
Persistent link: https://www.econbiz.de/10012665486
Persistent link: https://www.econbiz.de/10012176750
Persistent link: https://www.econbiz.de/10014468847