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Jobst, 2007 - Google Patents

Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose

Jobst, 2007

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Document ID
9600440017493344617
Author
Jobst A
Publication year

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This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord (" Basel II"). Operational risk is commonly defined as the risk of …
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