Algorithmics methodology is based on a powerful method of causal modeling. They
represent causes and events in a graphical modeling tool that is populated with
conditional probabilities and distributions. This tool is used to generate event frequency
distributions and loss distributions based on empirical data, built-in standard
parametric distributions, and subjective evaluations. Interactive scenario-based
modeling and full Monte Carlo simulation are integrated into the modeling tool,
which forms the heart of our enterprise-wide operational risk management system.
After building models based on actual losses, key indicators, and assessments, the
modeling tool is embedded in an advanced three-tier architecture to become part of
a powerful integrated solution.
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