An internal fraud model for operational losses : an application to evaluate data integration techniques in operational risk management in financial institutions
The handling of external operational loss data by individual banks is one of the longstanding problems in risk management theory and practice. The extant literature has not provided a method to identify the best way to combine internal and external operational loss data to calculate operational risk...
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| Format: | Doctoral Thesis |
| Language: | English |
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Pontificia Universidad Católica del Perú
2017
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| Online Access: | http://hdl.handle.net/20.500.12404/7998 |