
The Challenge of Op Risk Capital Calculation

The Challenge of Operational Risk Regulatory and Economic Capital Calculation
Operational risk modeling is one of the most substantial challenges firms are facing at the moment. Questions range from how to put the data banks have collected to best use, to which distribution to use. Ultimately, all firms have to prove their operational risk models are robust to their home-and often host-regulators for approval under the Advanced Measurement Approach.
In this half-day briefing, participants
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