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Real Output Costs of Financial Crises: A Loss Distribution Approach
Real Output Costs Financial Crises Loss Distribution Approach Risk Management
2012/3/2
The adverse effects of financial crises in terms of output losses or output growth below its potential can be treated like losses from catastrophic events which have a low likelihood but a large impac...
Implementing Loss Distribution Approach for Operational Risk
operational risk loss distribution approach Bayesian inference dependence modeling
2010/10/29
To quantify the operational risk capital charge under the current regulatory framework
for banking supervision, referred to as Basel II, many banks adopt the Loss Distribution
Approach. There are ma...