Testing the inherent predictive ability of the Risk Unit (RU), a new metric to express all forms of non-financial risk in banks
A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks Research paper by Peter Hughes and Mahmoud Marzouk In 2016 Allan D. Grody and Peter J. Hughes proposed a method and system termed ‘Risk Accounting’, an...
OpRisk Capital Chess: Banks Lose First Match – GARP Article
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