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unexpected vs expected losses
Dear Mr Harper, Would request you to please guide us where i can read the operational risk materials pertaining to Risk control self assessment for retail banking industry. And also the checklist of control testing for consumer banking retail . Also would like to know do you have any VAR...- [email protected]
- Post #7
- Forum: P1.T4. Valuation & Risk Models (30%)
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unexpected vs expected losses
Dear Mr Harper, Thank you so much for your great help. Highly appreciated. I really very very thankful to you. Thanks & Best Regards Ajay Jha- [email protected]
- Post #6
- Forum: P1.T4. Valuation & Risk Models (30%)
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unexpected vs expected losses
Hello David, I need one help as i am calculating the VAR percentalies for below data to analyze the expected and unexpected loss for 3 level of confidence i.e 95%, 99.9% and 99%. The below are the fraud data for credit card business line. Month January 2011--- 1000usd february 2011... 2000...- [email protected]
- Post #4
- Forum: P1.T4. Valuation & Risk Models (30%)