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How to Validate Op Risk Distributions
Company: Op Risk and Compliance
Company Url: Click here to open
Year Of Publication: 2006
Month Of Publication: August
Pages: 36-39
Download Count: 342
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 7-22-2007
Publisher: Administrator
Summary
We show an approach for validating OpRisk distributions - analysts hand in hand with businessline experts. Polling experts on duration works best for assessing operational risk problems because it fits neatly with the way non-statisticians think.
Author(s)
Steinhoff, Carsten Sign in to follow this author
Baule, Rainer Sign in to follow this author
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