Dutta, Kabir K.; Babbel, David F. - In: Journal of Risk & Insurance 81 (2014) 2, pp. 303-334
type="main" xml:lang="en" <title type="main">Abstract</title> <p>At large financial institutions, operational risk is gaining the same importance as market and credit risk in the capital calculation. Although scenario analysis is an important tool for financial risk measurement, its use in the measurement of operational risk...</p>