How to avoid overestimating capital charges for op risk

Operational Risk click here
Online References:
Basel Committee on Banking Supervision, Working Paper on the Regulatory Treatment of Operational Risk, September 2001
Basel Committee on Banking Supervision, Quantitative Impact Study 3. Technical Guidance, October 2002
Baud, N, Frachot A, and Roncalli T (2002), Internal data, external data, consortium data: how to mix them for measuring operational risk, Crédit Lyonnais, Groupe de Recherche Opérationnelle, Working Paper
Frachot, A, Georges P and R

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