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operational sign in to follow this
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A Practical Operational Risk Scenario Analysis Quantification
Company: Risk
Company Url: Click here to open
Year Of Publication: 2006
Month Of Publication: February
Pages: 93-95
Download Count: 53
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Comment Num: 0
Language: EN
Source: article
Who Can Read: Free
Date: 8-5-2007
Publisher: Administrator
Summary
We define an operational risk scenario analysis and its quantification technique, leading to the determination of the loss distribution characteristics. The method is based on simple questions put to operational risk practitioners and on a single minimisation algorithm where almost any type of severity distribution can be used. The advantage of the approach is that it allows one to define a forward-looking operational risk measure based on the practitioners' experience in a relatively simple framework.
Author(s)
Alderweireld, Thomas Sign in to follow this author
Garcia, Joao Sign in to follow this author
Leonard, Luc Sign in to follow this author
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