The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen
The measurement of operational risk has surely been one of the biggest challenges for banks worldwide. Most banks worldwide have opted for a value-at-risk (VaR) approach, based on the success achieved with market risk, to measure and quantify operational risk. The problem banks have is that they do...
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North-West University
2009
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| Online Access: | http://hdl.handle.net/10394/1676 |