Bertrand Hassani

Université Paris I Panthéon-Sorbonne

17, rue de la Sorbonne

Paris, IL 75005

France

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Scholarly Papers (1)

Should the Advanced Measurement Approach Be Replaced with the Standardized Measurement Approach for Operational Risk?

Journal of Operational Risk, Vol. 11, No. 3, 2016
Number of pages: 50 Posted: 15 Sep 2016
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
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Abstract:

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operational risk (OpRisk), standardized measurement approach (SMA), loss distribution approach (LDA), advanced measurement approach (AMA), Basel Committee for Banking Supervision (BCBS) regulations