Case study -- Weighing The Dragon: Operational Risk Measurement At ANZ
In the first in a series of three papers describing ANZ’s approach to operational risk measurement and economic capital allocation, Mark Lawrence describes how the company selected its approach to quantifying operational risks and translating these values into economic capital -- and highlights the issues faced by an organisation such as ANZ in enhancing its framework for operational risk measurement
At the time of writing, ANZ had fully developed the methodology, calculated the first and second
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