COMPUTATION OF OPERATIONAL RISK FOR FINANCIAL INSTITUTIONS

摘要：

In recent years, quantification of operational risk becomes an important issue for regulation in financial industry.For example, Solvency II for insurers and Basel Accord for banks are required insurance companies and banks to allocate capital foroperation risk.

关键词： operational risk advanced measurement approaches loss distribution approach Monte Carlo simulation variance reduction

作者: MING-TAO CHUNG MING-HUA HSIEH

作者单位: Department of Management Information Systems, National Chengchi University, NO.64,See.2, ZhiNan Rd., Department of Risk Management and Insurance, National Chengchi University, NO.64, Sec.2, ZhiNan Rd.,

会议类型: 国内会议

会议名称: 2015第8届中国保险教育论坛

会议地点: 大连

会议语种:英文

页码: 472-493

在线出版日期: 2015-10-22（万方平台首次上网日期，不代表论文的发表时间）