operational-risk-capital

Learning objectives: Describe and distinguish between the different quantitative approaches and models used to analyze operational risk. Estimate operational risk exposures based on the fault tree model given probability assumptions. Describe approaches used to determine the level of operational...

Learning objectives: Explain the elements of the new standardized approach to measure operational risk capital, including the business indicator, internal loss multiplier and loss component and calculate the operational risk capital requirement for a bank using this approach. Compare the...

Learning objectives: Explain the elements of the proposed Standardized Measurement Approach (SMA), including the business indicator, internal loss multiplier and loss component, and calculate the operational risk capital requirement for a bank using the SMA. Compare the SMA to earlier methods of...