Estimating economic capital for operational risk
According to Basel II, estimating the economic capital for operational risk is as important as estimating the economic capital for market and credit risk since it provides integration and better management of operational risk. The estimation of the economic capital should consider only the unexpect...
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| Format: | Thesis |
| Language: | English |
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Quezon City
Institute of Mathematics, College of Science, University of the Philippines Diliman
2009.
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