A better approach to operational risk aggregation

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Online References:
Alexander C (2002) Rules and models, Risk vol 15, no 1, 2002 pages S18-S20.

Bouyé E, V Durrleman, A Nikeghbali, G Riboulet and T Roncalli (2000) Copulas for finance: a reading guide and some applications.

Frachot A, P Georges and T Roncalli (2001). Loss distribution approach for operational risk, Credit Lyonnais, Paris.

Pézier, Mr and Mrs (2001). Binomial gammas, Operational Risk, vol 3 issue 4, June 2001.

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