Modelling IT risk in banking industry : A study on how to calculate the aggregate loss distribution of IT risk

Bachelor thesis English OPEN
Isaksson, Didrik;
(2017)
  • Publisher: Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi
  • Subject: Operational risk | IT risk | Loss Distribution Approach | Monte Carlo simulation | Quantitative Modelling | LDA | Economics | Nationalekonomi

Background: Lack of internal data makes some operational risks hard to calculate with quantitative models. This is true for the IT risk or the risk that a bank will experience losses caused by IT System and Infrastructure failure. IT systems and infrastructure are getti... View more
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