GARP Digital Library

  0
 


Books/Articles By


  Author:  Alvarez, Gene

 
 

Chapter 4

Reading Title:
Reading Author(s):
Book Title:
Book Editor:
Chapter:
4
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$15.00
 
Affiliate & Non-Member:            US$$18.00

Summary:

This chapter presents a logical approach to the development of a mathematical model for operational risk economic capital. The starting point is understanding loss data in terms of a severity distribution (paying particular attention to the tails) and a frequency distribution for operational risk losses at the business unit ... click here for more details.




  1  
 

 
   
GARP Digital Library