Implications of Alternative Operational Risk Modeling Techniques
收藏NBER2005-02-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w11103
下载链接
链接失效反馈官方服务:
资源简介:
Quantification of operational risk has received increased attention with the inclusion of an explicit capital charge for operational risk under the new Basle proposal. The proposal provides significant flexibility for banks to use internal models to estimate their operational risk, and the
提供机构:
美国国家经济研究局
创建时间:
2005-02-01



