Is this really the end of the Advanced Measurement Approach for Operational Risk?
Operational risk capital under Pillar 1 of Basel III will soon again be measured with a standardised approach, leaving many banks that...
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Managing Credit Portfolios
Two years ago we noticed a resurgence in portfolio risk modelling and some new trends in the modelling practices being implemented,...
Modern Operational Risk Modelling
Two years ago we noticed a resurgence in portfolio risk modelling and some new trends in the modelling practices being implemented,...
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