Essays about: "Didrik Isaksson"

Found 1 essay containing the words Didrik Isaksson.

  1. 1. Modelling IT risk in banking industry : A study on how to calculate the aggregate loss distribution of IT risk

    University essay from Högskolan i Jönköping/IHH, FöretagsekonomiHögskolan i Jönköping/IHH, Nationalekonomi

    Author : Didrik Isaksson; [2017]
    Keywords : Operational risk; IT risk; Loss Distribution Approach; Monte Carlo simulation; Quantitative Modelling; LDA;

    Abstract : Background: Lack of internal data makes some operational risks hard to calculate with quantitative models. This is true for the IT risk or the risk that a bank will experience losses caused by IT System and Infrastructure failure. READ MORE