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Loss Distribution Approach for Quantifying the Operational Risk Capital Charge

2009; RELX Group (Netherlands); Linguagem: Inglês

10.2139/ssrn.1492873

1556-5068

Omar Briceño C.,

Insurance and Financial Risk Management

Advanced Measurement Approach (AMA) has been addressed by the Basel Committee in document International Convergence of Capital Measurement and Capital Standards. Financial institutions must meet certain criteria to obtain regulatory approval.