Operational risk measurement models, such as Basic Indicator Approach, Standardized Approach, Internal Measurement Approach, Loss Distribution Approach and Extreme Value Theory etc, all have some shortcomings.

 
  • 摘要操作风险计量模型有基本指标法、标准法、内部衡量法、损失分布法、极端值模型等,各种模型都存在一定的缺陷。
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