Operational risk modelling
Briefs
MEASUREMENT ADVANCES
Basel II spending rises
MEASUREMENT ADVANCES
Moody's publishes op risk review results
MEASUREMENT ADVANCES
Tail dependency in op risk models
Practitioner's Corner Modelling
Samad-Khan quits SAS
Measurement Advances
Briefs
Measurement Advances
A foundation for KPI and KRI
Technical Focus KRIS & KPIS
Algorithmics pushes op risk product
Measurement Advances
SunGard to rise again
Measurement Advances
Groups launch op risk diploma qualifications
Measurement Advances
ORX seeks to double membership
Measurement Advances
Briefs
Measurement Advances
Book extract > Integration of Qualitative and Quantitative Operational Risk Data: A Bayesian Approach
The aim of this chapter is to provide a Bayesian model thatallows us to manage operational risk and measure internally thecapital requirement, compliant with the Advanced MeasurementApproaches (AMA) recommended by Basel Committee on BankingSupervision …
Briefs
Measurement advances
New client, new version for Horizon software
Measurement advances
Using transaction data to measure op risk
Practitioner's corner transaction data
Fitch launches First database upgrade
Measurement advances
RMA and ORRF up European efforts
Measurement advances
Banks struggling to meet AMA requirements on time
Measurement advances
Changing hats
Measurement advances
Bank of Italy official posts op risk paper
Measurement advances
A structured framework for KRIs
KRIs: An industry framework
Boston Fed publishes new op risk paper
Measurement advances
More guidance needed
Measurement advances