Risk
Routing Summary
This folder covers ABM applications in operational risk modeling. Contains 1 note.
- Need operational risk simulation and Basel II applications? → Operational Risk Modeling with ABM
Notes
- Operational Risk Modeling with ABM — CONTAINS: why ABM for operational risk, SCGAM approach, ABM vs traditional risk models, fat-tailed loss distributions, examples of major operational losses
Sources
- abm_word_of_mouth.pdf — Bonabeau (2002)