Bayesian Methods for Measuring Operational Risk

Carol Alexander

ICMA Centre Discussion Papers in Finance from Henley Business School, University of Reading

Abstract: The likely imposition by regulators of minimum standards for capital to cover 'other risks' has been a driving force behind the recent interest in operational risk management. Much discussion has been centered on the form of capital charges for other risks. At the same time major banks are developing models to improve internal management of operational processes, new insurance products for operational risks are being designed and there is growing interest in alternative risk transfer, through OR-linked products.

Pages: 22 pages
Date: 2000
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Published in Operatonal Risk: Regulation, Measurement and Analysis, Ed C. Alexander, Perason, 2002

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