Claudia Belloni

UniCredit S.p.A.

Piazza Gae Aulenti 3

Milan, 20154

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

2

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Standardized Measurement Approach Extension to Integrate Insurance Deduction into Operational Risk Capital Requirement

Journal of Operational Risk, Vol. 12, No. 4, 2017
Number of pages: 20 Posted: 29 Nov 2017
Fabio Piacenza and Claudia Belloni
UniCredit S.p.A. and UniCredit S.p.A.
Downloads 2 (662,289)
  • Add to Cart

Abstract:

Loading...

advanced measurement approach (AMA), insurance, loss distribution approach, operational risk, standardized measurement approach (SMA)