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Loss Distribution Approach for Operational Risk

2001177 citationsJournal Articlegreen Open Access

Authors

Antoine Frachot · Centre de Recherche en Économie et Statistique

Pierre Georges · Credit Suisse (Switzerland)

Thierry Roncalli · Université d'Évry Val-d'Essonne

Topics & Keywords

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Credit Risk and Financial Regulations

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.1032523

Loss Distribution Approach for Operational Risk | Researchclopedia