Joerg Fritscher

Deutsche Bank AG

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Operational Risk Measurement Beyond the Loss Distribution Approach: An Exposure-Based Methodology

Journal of Operational Risk, Vol. 13, No. 2, 2018
Number of pages: 34 Posted: 12 Jun 2018
Michael Einemann, Joerg Fritscher and Michael Kalkbrener
Deutsche Bank AG, Deutsche Bank AG and Deutsche Bank AG - Risk Management
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Abstract:

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operational risk, loss distribution approach (LDA), exposure, factor model, litigation risk.