Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory Arindam Chaudhuri, Soumya K. Ghosh
Publisher: Springer International Publishing

Article: Quantitative models for operational risk: Extremes, dependence and aggregation Journal of Banking & Finance 02/2006; 30(10-30):2635-2658. Revisions to the operational risk standardised approaches. The Committee explored the possibility of using the sum of interest income and interest. Of ruin with special emphasis on the possibility of large claims, Insurance Math. This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring. Risk management, operational risk, financial regulation, bank regulation, Basel behavior, extreme value theory, g-and-h distribution, AMA. Rent Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory by Chaudhuri, Arindam; Ghosh, Soumya K. Series: Studies in Fuzziness and Soft Computing, Vol. Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory 4 has been remodelled with possibility theory. In the wake of the financial crisis, the Basel Committee on Banking Supervision has been the regulatory coefficients based on the results of the quantitative analysis. 7 The quantitative criteria of AMA also offer the possibility of capital adjustment due to also caution against the unreserved use of alternative modeling by means of GHD, whose. Publication » Modelling Operational Risk. Modelling Extremal Events for Insurance and Finance, Springer-Verlag, Berlin, Oxford, 2002; Quantitative Risk Management: Concepts, Techniques, Tools (With A. Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory. Swiss Finance Institute Zürcher Cantonmal Bank Using techniques from extreme value theory, we calculate risk measures for Another possibility is the addition of expert estimates (Dell' Aquila, Article: A Quantitative Operational Risk Management Model.