Pablo de Olavide University
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File name: SSRN-id3079376.pdf
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People-Risk, Financial Firms, Loss Distribution Approach (LDA), Multivariate Fast Fourier Transformation (MFFT), Risk-Adjusted Return On Capital (RAROC)
Operational risk, Regulatory capital, Advanced measurement approach, Basic indicator approach, Standardised approach
Operational risk; Capital at risk (CaR); Loss distribution approach (LDA); Scenario analysis
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