sbama (1)

 PRESENTATION at this address : http://causalcapital.blogspot.com/2011/06/scenario-analysis-for-operational-risk.html

 

There appears to be a resurgence across the region for scenario analysis.  This interest to quantify extreme events seems to be motivated in part as an outcome from some of the banks looking to move their operational risk systems to a more advanced approach in Basel II.
 
While Basel-III's predecessor Basel-II doesn't require any changes to a banks operational risk framework, some
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