Operational Risk: Loss Distribution Approach | FRM Part 1 (Book 4) | Valuation and Risk Models)

Published: 28 March 2020
on channel: finRGB
8,901
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This video from FRM Part 1 curriculum explains how a loss distribution is derived from an appropriate loss frequency distribution and loss severity distribution using Monte Carlo simulations. This video is included in the FRM Part 1 preparation course (https://www.finRGB.com/courses/frm-pa....


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