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Journal articles (2002), Banque Magazine, pp. 60-64

La mesure du risque opérationnel des sociétés de valorisation d'OPCVM

How can we model the losses due to operational risk in asset management? This article presents the Loss Process Approach (LPA), which provides a specifically suited answer to this question for the fund valuation business and is an outgrowth of the actual work of the Basel Committee on the new capital ratio.

LONGIN, F. and MARTIN, G. (2002). La mesure du risque opérationnel des sociétés de valorisation d'OPCVM. Banque Magazine, pp. 60-64.