Timeline for Modelling operational risk for Basel pillar 2 (internal model for OpRisk VaR)
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
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| S Sep 29, 2018 at 16:00 | history | bounty ended | CommunityBot | ||
| S Sep 29, 2018 at 16:00 | history | notice removed | CommunityBot | ||
| Sep 28, 2018 at 9:28 | answer | added | not2qubit | timeline score: 1 | |
| Sep 28, 2018 at 8:54 | comment | added | Richi Wa | @not2qubit If the standard approach is used in pillar 1, what will happen to pillar 2? Will every bank just reuse their LDA model from pillar 1 for 2. What if the LDA model is too much effort to mantain, what can in such cases be done for pillar 2? | |
| Sep 28, 2018 at 8:53 | comment | added | Richi Wa | @not2qubit I give some more details what the expectation could be. But the question marks all point to the following: So what is left is proper modelling in pillar 2.What are best practice and/or regulatory references on how an internal model for OpRisk (with the result of a value-at-risk or similar) for pillar 2 should look like? | |
| Sep 28, 2018 at 8:51 | history | edited | Richi Wa | CC BY-SA 4.0 |
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| Sep 28, 2018 at 8:50 | comment | added | not2qubit | It's hard to give you an answer to the question when you're asking several. Perhaps posting them separately will give you better feedback? | |
| Sep 25, 2018 at 21:01 | history | tweeted | twitter.com/StackQuant/status/1044693513823293440 | ||
| S Sep 21, 2018 at 14:35 | history | bounty started | Richi Wa | ||
| S Sep 21, 2018 at 14:35 | history | notice added | Richi Wa | Draw attention | |
| Jan 23, 2018 at 16:09 | history | edited | Richi Wa | CC BY-SA 3.0 |
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| Jan 23, 2018 at 8:25 | history | asked | Richi Wa | CC BY-SA 3.0 |