Quantification of operational risks

Details Quantification of operational risks Quantification of operational risks

2004-07-16

2008-08-05

Jarrett, Scott L (Department: 3623)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Operations research or analysis

Reexamination Certificate

active

07409357

ABSTRACT:
A system is provided for measuring operational risks. Advanced measurement approaches are used to calculate a value at risk based on loss data that is entered. The advanced measurement approaches that may be used include an internal measurement approach, loss distribution approach and scorecard approaches. The calculated value at risk may also be analyzed using different advanced measurement approaches under a variety of scenarios.

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