Operational Risk Loss Data

Operational Risk Loss Data

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Original Source: BIS.org / QIS 2 – Operational Risk Loss Data – 4 May 2001

The Committee has outlined proposals for the development of a capital charge to cover operational risk. it has set out 3 approaches of increasing sophistication to assessing the operational risk charge: the Basic Indicator Approach, the Standarised Approach and the Internal Measurement Approach (IMA)…

 

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