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Presentation on VaR calculation for Operational Risk
Incorporating Liquidity Risk in VaR Models
Operational Risk Risk Appetite & Operational Excellence Catherine van Doorslaer Operational Risk Manager at ING Belgium
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![Closed-form approximations for operational VaR...Closed-form approximations for operational VaR Lorenzo Hernández [2], Jorge Tejero , Alberto Suárez [1,2,3] , Santiago Carrillo-Menéndez](https://img.pdfslide.us/doc/110x75/5e28287ae11f543339005c6e/closed-form-approximations-for-operational-var-closed-form-approximations-for.jpg)
