Browsing by Author "Gonçalves, Débora Delbem"
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Risco operacional: o cálculo do capital regulatório usando dependência
Gonçalves, Débora Delbem (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 16/01/2014)In this paper we propose a new method for the calculation of regulatory capital required for operational risk. This method is based on some important assumptions for calculation of this capital, for instance, expert opinion, ...