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- W72235146 abstract "Many factors are driving firms to examine, quantify and manage operational risk more effectively. Many hurdles remain along the path, including the lack of both data and commonly accepted measurement methodologies. As a result, the landscape of operational risk management is changing quickly, and measurement techniques must keep pace. A solution for measuring operational risk is presented within the Mark-toFuture framework. Simulation and an actuarial approach combine to enhance the extensible framework and make excellent use of scarce data. The Mark-to-Future framework is shown to provide a flexible, extensible, scalable solution that meets the operational risk manager’s goals today, while allowing scope for innovation." @default.
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- W72235146 date "2002-01-01" @default.
- W72235146 modified "2023-09-27" @default.
- W72235146 title "Mark to Future and Operational Risk" @default.
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