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Books/Articles By


  Author:  Lee, Henry L.

 
 


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Summary:

Banks that want to measure operational risk exposure effectively should consider a modified decision tree approach.The so-called OpRisk Tree model facilitates the accurate measurement of the regulatory and economic capital components of operational risk. Dr. Henry L. Lee outlines this methodology, details the steps a bank needs to take to compute capital using this approach ... click here for more details.




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GARP Digital Library