Operational risks - an application of the method of distribution of aggregate losses: a study of case in financial institution
Universidade Federal do Cearà === This paper demonstrates the application of stochastic process Aggregate Loss Distribution Approach for measure of operational risk in a financial institution in according with the minimal requirement of Basel New Adequacy Capital Framework. The mesure uses the histo...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal do CearÃ
2005
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| Online Access: | http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=1830 |