An Alternative Operational Risk Methodology for Regulatory Capital Calculation

Author:

Requena Guaraci,Delbem Débora,Diniz Carlos

Publisher

Springer International Publishing

Reference10 articles.

1. Alexander, C.: Operational risk: Regulation, Analysis and Management. Pearson Education, London (2003)

2. Alexander, C.: Statistical models of operational loss. In: Fabozzi, F.G. (ed.) Handbook of Finance, Vol. 1, pp. 129–171 (2008)

3. Basel Committee of Banking Supervision. International convergence of capital measurements and capital standards: a revised framework—comprehensive version (2006). http://www.bis.org/publ/bcbs128.pdf . Accessed 29 Dec. 2014

4. Basel Committee of Banking Supervision. RCAP assessment of Basel regulations in Brazil (December 2013). http://www.bcb.gov.br/pec/appron/apres/RCAP_Brazil_assessment_report.pdf . Accessed 29 Dec. 2014

5. Embrechts, P., Puccetti, G.: Aggregating risk capital, with an application to operational risk. The Geneva Risk and Insurance Review , 31(2)(2006)

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