Scenario Analysis Approach for Operational Risk in Insurance Companies
The article deals with the possibility of calculating the required capital in insurance companies allocated to operational risk under Solvency II regulation and the aim of this article is to come up with model that can be use in insurance companies for calculating operational risk required capita...
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| Format: | Article |
| Language: | English |
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University of Finance and Administration
2020-11-01
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| Series: | ACTA VŠFS |
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| Online Access: | https://www.vsfs.cz/periodika/acta-2020-2-05.pdf |