Modelling the Frequency of Operational Risk Losses under the Basel II Capital Accord: A Comparative study of Poisson and Negative Binomial Distributions

Doctoral thesis English OPEN
Silver, Toni O.;
(2013)

2013 dissertation for MSc in Finance and Risk Management. Selected by academic staff as a good example of a masters level dissertation. \ud \ud This study investigated the two major methods of modelling the frequency of\ud operational losses under the BCBS Accord of 199... View more
  • References (1)

    1. INTRODUCTION Sequel to major catastrophic operational losses (Barings Bank, 1995; Enron, 2001; Allied Irish Bank, 2002; National Australia Bank, 2004; Nationwide,

  • Metrics
    0
    views in OpenAIRE
    0
    views in local repository
    107
    downloads in local repository

    The information is available from the following content providers:

    FromNumber Of ViewsNumber Of Downloads
    ROAR at University of East London - IRUS-UK 0 107
Share - Bookmark