Bayesian inference methods in operational risk
Under the Advanced Measurement Approach (AMA), banks must use four different sources of information to assess their operational risk capital requirement. The three main quantitative sources available to build the future loss distribution are internal loss data, external loss data and scenario analys...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2015
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168628 |