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Loss Distribution Approach for operational risk

www.thierry-roncalli.com

Loss Distribution Approach for operational risk For operational risk capital charge, an evolutionary framework of four stages is proposed. The first one, also called the Basic Indicator Approach (BIA), is the most straightforward approach. The required capital is

  Operational, Approach, Distribution, Risks, Loss, Loss distribution approach for operational risk, Loss distribution approach for operational risk for operational risk

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