Implications of Alternative Operational Risk Modeling Techniques
Published Date
Copyright 2006
ISBN 9780226092850
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Copy CitationPatrick de Fontnouvelle, Eric Rosengren, and John Jordan, The Risks of Financial Institutions (University of Chicago Press, 2007), chap. 10, https://www.nber.org/books-and-chapters/risks-financial-institutions/implications-alternative-operational-risk-modeling-techniques.
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Published From Paper
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Working Paper
Quantification of operational risk has received increased attention with the inclusion of an explicit capital charge...