Prof. Carrillo Menéndez - Advanced Models for Operational Risk: What are the Interesting Problems for People from Academia?
Fyrirlesturinn verður haldinn miðvikudaginn 2. desember kl. 13:00 í húsnæði Háskólans í Reykjavík, Kringlunni 1 (gamla Mbl húsinu) í stofu K-5.
Santiago Carrillo Menéndez
Professor, Universidad Autónoma de Madrid
CEO, Quantitative Risk Research, S.L.
Abstract:
The Loss Distribution Approach is the natural way for addressing advanced measurement of operational risk. This methodology, imported from insurance, presents special difficulties, from a mathematical point of view, because of the nature of operational risk data.
