Operational risk measurement models, such as Basic Indicator Approach, Standardized Approach, Internal Measurement Approach, Loss Distribution Approach and Extreme Value Theory etc, all have some shortcomings.
Operational risk measurement models, such as Basic Indicator Approach, Standardized Approach, Internal Measurement Approach, Loss Distribution Approach and Extreme Value Theory etc, all have some shortcomings.
摘要操作风险计量模型有基本指标法、标准法、内部衡量法、损失分布法、极端值模型等，各种模型都存在一定的缺陷。