Modeling Operational Risk
The Basel II accord requires banks to put aside a capital buffer against unexpected operational losses, resulting from inadequate or failed internal processes, people and systems or from external events. Under the sophisticated Advanced Measurement Approach banks are given the opportunity to develop...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-107435 |