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Analysing and Scaling Operational Risk Loss Data
Company: Erasmus University Rotterdam
Year Of Publication: 2004
Month Of Publication: December
Pages: 163
Download Count: 38
View Count: 1950
Comment Num: 0
Language: English
Who Can Read: Free
Date: 4-3-2010
Publisher: Administrator
Summary
The objectives of this thesis can be stated as follow:
1. Analyse the historical operational risk loss data of the bank
2. Propose a scaling mechanism to incorporate the external data into the internal data of
the bank.
Author(s)
Na, Heru Sataputera Sign in to follow this author
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