Document Search
Add To My Bookshelf Sign in or Register Save And Annotate

operational risk sign in to follow this
Basel II sign in to follow this
regulatory capital sign in to follow this
AMA sign in to follow this
LDA sign in to follow this
Advanced Measurement Approach sign in to follow this
capit sign in to follow this

VaR Uses sign in to follow this
--Operational Risk sign in to follow this
Discuss This Paper
Sign in to follow this page
Recent Comments
New Capital Accord Basle II: Using LDA Approach for Measuring Operational Risk?
Company: Vrije Universiteit Amsterdam
Year Of Publication: 2005
Month Of Publication: January
Pages: 36
Download Count: 22
View Count: 2016
Comment Num: 0
Language: English
Source: thesis
Who Can Read: Free
Date: 7-25-2010
Publisher: Administrator
The main topic of this paper is Using a Loss Distribution Approach (LDA) for Measuring
Operational risk; this is one of the most sophisticated methods currently available within the AMA
approach. The difference between this method and the scorecard approach is that it does not
uses drivers to model operational losses. Unlike the IMA approach, the LDA approach does not
assume that there is a direct relationship between the expected and the unexpected losses. It
simply estimates the capital charge for operational risk by using several steps.
Yu, Willem Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?

Repeat Email:
User Name:
Confirm Password:

Sign Up

Welcome to GloriaMundi!
Thanks for singning up

continue or edit your profile