Economic and Regulatory Capital Modelling

The facilitated workshop will include:

Interpreting economic and regulatory capital in the context of Operational Risk Management

• Quantitative approaches to operational risk economic and regulatory capital
• Qualitative approaches as an alternative
• Qualitative and quantitative standards
• Combining the approaches

Developing practical data that you can use in capital modelling

• Accessing the data behind the business and internal control environment factors
• Data flaws in qualitative data
• How to use (and not use) external loss data
• The problems with the internal loss data

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