Using external data in operational risk

Geneva Papers on Risk and Insurance: Issues and Practice

Volumn 32, Issue 2, 2007, Pages 178-189

  Guillen, Montserrat ^a   Gustafsson, Jim ^b   Nielsen, Jens Perch ^c   Pritchard, Paul ^d  

^a UNIVERSITY OF BARCELONA   (Spain)

^b Codan Insurance ^*  (Denmark)

^c UNIVERSITY OF COPENHAGEN   (Denmark)

^d Leadenhall Court   (United Kingdom)

Author keywords

Capital requirements; Loss data; Operational risk; Under reporting function

Indexed keywords

EID: 34247478084     PISSN: 10185895     EISSN: 14680440     Source Type: Journal    
DOI: 10.1057/palgrave.gpp.2510129     Document Type: Article

References (11)

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