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Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke, Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital [removed]
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Document Date: 2014-12-18 14:28:38
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File Size: 783,31 KB
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Company
Estimated Capital /
GE Capital /
Under LDA /
DataMineit LLC /
Estimating Operational Risk Capital /
Severity VaR Inflated Capital /
Inflated Capital /
Operational Risk Capital /
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IndustryTerm
closed form solution /
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Person
J.D. Opdyke /
Robustness J.D. Opdyke /
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Position
author /
Head /
Managing Director /
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Technology
Simulation /
PDF /
/
SocialTag
Mathematical sciences
Statistical inference
Advanced measurement approach
Basel II
Statistical theory
Value at risk
Financial risk modeling
Maximum likelihood
Estimator
Statistics