Essays about: "Erik Axel Dahlberg"

Found 1 essay containing the words Erik Axel Dahlberg.

  1. 1. Bayesian inference methods in operational risk

    University essay from KTH/Matematisk statistik

    Author : Erik Axel Dahlberg; [2015]
    Keywords : ;

    Abstract : Under the Advanced Measurement Approach (AMA), banks must use four different sources of information to assess their operational risk capital requirement. The three main quantitative sources available to build the future loss distribution are internal loss data, external loss data and scenario analysis. READ MORE