Sökning: "Alexander Jöhnemark"

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  1. 1. Modeling Operational Risk

    Master-uppsats, KTH/Matematisk statistik

    Författare :Alexander Jöhnemark; [2012]
    Nyckelord :Operational risk; Advanced Measurement Approaches; Loss Distribution;

    Sammanfattning : The Basel II accord requires banks to put aside a capital buffer against unexpected operational losses, resulting from inadequate or failed internal processes, people and systems or from external events. Under the sophisticated Advanced Measurement Approach banks are given the opportunity to develop their own model to estimate operational risk. LÄS MER