Operational risk scenarios – Bridging the gap between risk quantification and risk management

Operational risk is the risk of loss resulting from inadequate or failed internal processes, people and systems, or from external events. Identifying key drivers of operational risk capital and designing scenarios for operational risks can help bridge the gap between risk quantification and risk management. 

• What is the oprisk hedging requirement?
• What are the benefits and challenges of building an internal model of operational risks?
• How to assess potential major events? Data- and scenario-driven approaches
• What have we learned from previous implementations of internal models?

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