Operational Risk Aggregation Based on Business Line Dependence: A Mutual Information Approach

Table 4

Linear and generalized correlation coefficients between different business lines.

	⁢Linear correlation coefficient			⁢Generalized correlation coefficient
	TS	RB	CB	TS	RB	CB
TS	1	0.44	0.55	1	0.59	0.58
RB	0.44	1	0.28	0.59	1	0.54
CB	0.55	0.28	1	0.58	0.54	1