Wayne Holland

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

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Scholarly Papers (1)

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A Loss Distribution for Operational Risk Derived from Pooled Bank Losses

Capco Institute Journal of Financial Transformation, April 2009, Cass Business School Research
Number of pages: 19 Posted: 17 Jul 2010
ManMohan S. Sodhi and Wayne Holland
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
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Abstract:

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Basel II, AMA, loss distribution model, empirical data