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01686cas a2200241 a 4500 |
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AALejournalIMF009617 |
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|c 5.00 USD
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|z 9781451868036
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Jobst, Andreas.
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|a Operational Risk :
|b The Sting is Still in the Tail But the Poison Dependson the Dose /
|c Andreas Jobst.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2007.
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|a 1 online resource (72 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord ("Basel II"). Operational risk is commonly defined as the risk of loss resulting from inadequate or failed internal processes and information systems, from misconduct by people or from unforeseen external events. Our analysis informs an integrated assessment of the quantification of operational risk exposure and the consistency of current capital rules on operational risk based on generalized parametric estimation.
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|a Mode of access: Internet
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|a IMF Working Papers; Working Paper ;
|v No. 2007/239
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2007/239/001.2007.issue-239-en.xml
|z IMF e-Library
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