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Mathematical Problems in Engineering
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Mathematical Problems in Engineering
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2014
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Article
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Tab 9
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Research Article
Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence
Table 9
Operational risk capital charge of the overall Chinese banking by different approaches.
Methods
BIA
LDA-FD
LDA-LD
Combination approach
VaR
499
231
675
453
Unit: billion CNY.