Economy & Finance Achieving High-Performing, Simulation-Based Operational Risk Measurement with RevoScaleR

1. NORTHERN TRUSTOperational Risk Quantification SystemNorthern Trust CorporationJune 28th 2012Achieving High-Performing, Simulation-Based Operational RiskMeasurement with…

Documents Perfect Basel Loss Event Types Extreme Lossesx1x

A Perfect Storm – Why are some Operational Losses larger than others? Patrick Mc Connell, July 2006 Abstract In mid 2004, after a lengthy period of industry consultation,…