English, Article, Journal or magazine article edition: Applying a Structured Approach to Operational Risk Scenario Analysis in Australia Emily Watchorn

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Bookmark: http://trove.nla.gov.au/version/152
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Applying a Structured Approach to Operational Risk Scenario Analysis in Australia
Author
  • Emily Watchorn
Physical Description
  • preprint
Notes
  • Banks intending to apply the Advanced Measurement Approach (AMA) to Operational Risk are required to use scenario analysis as one of the key data inputs into their capital model. Scenario analysis is a forward-looking approach, and it can be used to complement the banks? short recorded history of operational risk losses, especially for low frequency high impact events (LFHI).
  • RePEc:apr:aprewp:wp2007-02
Language
  • English
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