Measuring operational risk: Business indicator and Internal loss multiplier (Excel)
ฝัง
- เผยแพร่เมื่อ 23 ส.ค. 2024
- What is the state of the art measurement approach for operational risk in systemically important financial institutions under Basel regulations? How to use bank disclosure to estimate the business indicator and the internal loss multiplier? Today we are covering these topics and address the most recent developments in operational risk regulation.
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instaBlaster...
Clearly explained and worked out. Thanks!! It is essentially just an arithmetic exercise of picking up correct numbers and plugging them into the Basel formula but as the actual loss data was estimated using Pareto Distribution, the explanation became a bit complex.
What would be a so called healthy Operational Risk Capital number