10 Mart 2011 Perşembe

Measure exposures due to transactions in processes

Measure exposures due to transactions in processes. For each process, the
exposures based on values of the transactions for each of the operational risk
factors described above are calculated. Each process includes a balance for each
of the exposures as a sequence generated from the transactions going through
the process. Statistical control for the process is established by generating statistics
from this sequence of balances for the risk factor exposures.

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