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Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke 1 Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital Forthcoming, Journal of Operational Risk, Issue
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Document Date: 2014-11-25 16:24:26


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File Size: 2,90 MB

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Company

American International Group / GE Capital / Prudential Financial Inc. / General Electric Capital Corporation Inc. / Ames / AMA Group / AMA LDA / Estimating Operational Risk Capital / /

Country

United States / /

Currency

USD / /

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Facility

Yale University / Harvard University / /

IndustryTerm

regulated bank/sifi / bank / closed-form solutions / impactful solutions / banking / statistical software package / finance / non-bank / statistical finance / larger banks / insurance industry / /

Organization

Harvard University / U.S. Department of the Treasury / MIT / Financial Stability Oversight Council / Yale University / /

Person

Kirill Mayorov / Nicole Opdyke / Ryan Opdyke / Toyo R. Johnson / Johan Jensen / /

Position

author / quantitative consultant / Fisher information a commonly used severity distribution / Fisher / Head of Operational Risk Modeling / /

Technology

laptop computer / simulation / pdf / /

URL

www.treasury.gov/initiatives/fsoc/designations/Pages/default.aspx / /

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