LP Operational Risk Model in Banking
Keywords:
Operational Risk, Structural, Logical, Probabilistic Model Risks, Outside Initiating Event, Inside Initiating Event, Repeated Initiating Event, Reservation Fund, Management, Analysis, BankingAbstract
Structural, logical and probabilistic models of operational risk in banking with outside initiating events, inside initiating events and repeated initiating events for calculation of reservation fund under operational risk are presented. Research results for LP-model of operational
risk in banking and analysis of contributions of initiating and repeated events in risk are discussed.
Published
2011-04-20
How to Cite
Karaseva, E., & Unknown, A. (2011). LP Operational Risk Model in Banking. Information and Control Systems, (2), 77–83. Retrieved from http://proceedings.spiiras.nw.ru/index.php/ius/article/view/13857
Issue
Section
Control in social and economic systems