Enterprise Risk Management Slides

Operational Risk [34]

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Bullet points include: Ebnother et al. (2001) had 103 ‘production’ processes and used 1000 simulations. Considered 3 risk factors: system failure, temporary loss of staff and external catastrophes. Largest 10 processes accounted for 98% of total VaR; fraud most important risk factor

Bullet points include: Ebnother et al. (2001) had 103 ‘production’ processes and used 1000 simulations. Considered 3 risk factors: system failure, temporary loss of staff and external catastrophes. Largest 10 processes accounted for 98% of total VaR; fraud most important risk factor

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