Operational Risk : The Sting is Still in the Tail But the Poison Dependson the Dose /
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 fro...
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| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2007.
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| 叢編: | IMF Working Papers; Working Paper ;
No. 2007/239 |
| 在線閱讀: | Full text available on IMF |