Review paper
Operational Loss Data Collection: A Literature Review
Abstract
The management of operational value-at-risk (OpVaR) in financial institutions is presented by means of a novel, robust calculation technique and the influence of this value on the capital held by a bank for operational risk. A clear distinction between economic and regulatory capital is made, as well as the way OpVaR models may be used to calculate both types of capital. Under the Advanced Measurement Approach (AMA), banks may employ OpVaR...
Paper Details
Title
Operational Loss Data Collection: A Literature Review
Published Date
Jan 12, 2018
Journal
Volume
5
Issue
3
Pages
313 - 337
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