Jianming Mo

Southwestern University of Finance and Economics (SWUFE)

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

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Scholarly Papers (1)

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Risk Capital Reserve and Measurement Precision in Modeling Heavy-Tailed Single Operational Losses

Journal of Operational Risk, Forthcoming
Number of pages: 25 Posted: 28 Jan 2020
Jianming Mo and Xiang Gao
Southwestern University of Finance and Economics (SWUFE) and Shanghai Business School
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Abstract:

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operational risk, loss distribution approach (LDA), measurement precision, error propagation theory, capital buffer requirements