The operational risk tree methodology for managing operational risk exposure and measuring capital requirements

Henry Lee. The operational risk tree methodology for managing operational risk exposure and measuring capital requirements. In L. Felipe Perrone, Barry Lawson, Jason Liu, Frederick P. Wieland, editors, Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006. pages 2307, WSC, 2006. [doi]

Abstract

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