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Panel a. OpRisk Analytics data, all business lines, U.S. losses only.

Figure 1 Panel a. OpRisk Analytics data, all business lines, U.S. losses only.

Related Figures (11)

Panel a. Losses that occurred in the U.S.
Panel a. Losses that occurred in the U.S.
Panel b. Losses that occurred outside the U.S.
Panel b. Losses that occurred outside the U.S.
Panel a. Losses that occurred in the U.S.
Panel a. Losses that occurred in the U.S.
Panel b. Losses that occurred outside the U.S.
Panel b. Losses that occurred outside the U.S.
Panel a. Models 1 and 2.
Panel a. Models 1 and 2.
Lable 5. EStimauion results Dy basel business Line - Us Losses Unly. Model | restricts each parameter to be equal across business lines, Model 2 places no parameter restrictions across business lines, Model 3 restricts b to be equal across business lines, and Model 4 restricts B and t to be equal across business lines. Parentheses denote standard errors for parameter estimates. Losses in the Agency Services, Asset Management, and Payment and Settlement business lines have been grouped together for estimation purposes. Results for these business lines are reported in the column labeled “AS, AM, PS.”
Lable 5. EStimauion results Dy basel business Line - Us Losses Unly. Model | restricts each parameter to be equal across business lines, Model 2 places no parameter restrictions across business lines, Model 3 restricts b to be equal across business lines, and Model 4 restricts B and t to be equal across business lines. Parentheses denote standard errors for parameter estimates. Losses in the Agency Services, Asset Management, and Payment and Settlement business lines have been grouped together for estimation purposes. Results for these business lines are reported in the column labeled “AS, AM, PS.”
standard errors.
standard errors.
Panel a. Capital estimates (in $Billions) at the 99.9 percent confidence level.
Panel a. Capital estimates (in $Billions) at the 99.9 percent confidence level.
Panel b. Capital estimates (in $Billions) at the 99.97 percent confidence level.
Panel b. Capital estimates (in $Billions) at the 99.97 percent confidence level.
Related topics:
Operational RiskExtreme Value TheoryMarket RiskReserve Bank of India
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