Risk Modeling and Capital: Operational Risk

Johannes Wernz

Chapter 8 in Bank Management and Control, 2014, pp 81-92 from Springer

Abstract: Abstract Since the implementation of Basel II Operational Risk has increasingly more weight. Roughly since the beginning of this decade (2010) the big insurance companies (also in the context of Solvency II) are also increasingly dealing with OpRisk management.

Keywords: Risk Management; External Data; Individual Bank; International Bank; Lower Quantile (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-3-642-40374-3_8

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DOI: 10.1007/978-3-642-40374-3_8

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