Shapley allocation for operational risk capital

Mitic from Santander UK lauds method for allocating capital between business units

taxi meter
Fare share: dividing op risk capital

Have you ever shared a taxi home with some friends where your friends left the taxi before you reached your home, but you had to pay the whole fare? You probably would have welcomed a contribution from your friends. Given enough time before calling your taxi, you and your friends could have worked out a way to share the cost fairly. You may have thought that you are all in the taxi for some of the journey, so you should all share the cost of that part of the journey equally between you. Your

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