Clinical and Operational Risk: A Bayesian Approach
β Scribed by Chiara Cornalba
- Book ID
- 106457302
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 449 KB
- Volume
- 11
- Category
- Article
- ISSN
- 1387-5841
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract In order to quantify the operational risk capital charge under the current regulatory framework for banking supervision, referred to as Basel II, many banks adopt the loss distribution approach. There are many modeling issues that should be resolved to use this approach in practice. In
## Abstract Our aim is to analyze the link between optimism and risk aversion in a subjective expected utility setting and to estimate the average level of optimism when weighted by risk tolerance. Its estimation leads to a nonβtrivial statistical problem. We start from a large lottery survey (1536