Operational Risk for
Financial Institutions
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Based on
long-term research and consulting experiences in the area of
operational risk, CSIRO has developed extensive domain
knowledge and expertise in quantification of capital
requirements for operational risk using the AMA Loss
Distribution Approach, and in assisting banks with Basel II
compliance.
Solutions
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Development of mathematical
models and customised software for quantification of
operational risk according to the client methodology and
specific needs.
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Assisting with development of
new models and their implementation into software.
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Independent review and advice
on operational risk models, methodology and software
solutions.
- Time-series analysis of
operational risk loss data.
Modes of engagement
There are many ways CSIRO can work with you
to understand and quantify operational risk:
- Consultancy engagement.
- Contract research engagement.
- Collaborative projects.
- Software development.
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For further
information, please e-mail us at: risk@csiro.au
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last updated
February 11, 2005 02:07 PM |
