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To quantify an operational risk capital charge under Basel II, many banksadopt a Loss Distribution Approach. Under this approach, quantification of thefrequency and severity distributions of operational risk involves the bank'sinternal data, expert opinions and relevant external data. In this paper wesuggest a new approach, based on a Bayesian inference method, that allows for acombination of these three sources of information to estimate the parameters ofthe risk frequency and severity distributions.

The Quantification of Operational Risk using Internal Data, Relevant External Data and Expert Opinions