Essays about: "Alexander Jöhnemark"

Found 1 essay containing the words Alexander Jöhnemark.

  1. 1. Modeling Operational Risk

    University essay from KTH/Matematisk statistik

    Author : Alexander Jöhnemark; [2012]
    Keywords : Operational risk; Advanced Measurement Approaches; Loss Distribution;

    Abstract : The Basel II accord requires banks to put aside a capital buffer against unexpected operational losses, resulting from inadequate or failed internal processes, people and systems or from external events. Under the sophisticated Advanced Measurement Approach banks are given the opportunity to develop their own model to estimate operational risk. READ MORE