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risk theory Question 1 25 A). As per the Basel Il Accord define the terms Risk and Operational risk B). Give four principles used in
risk theory
Question 1 25 A). As per the Basel Il Accord define the terms Risk and Operational risk B). Give four principles used in classifying operational risk 4 C). List sie examples of operational losses and causes thereof. 161 D). You are a risk manager at Mweleco Capital, you noticed that, 5 out of every 10 trading days a los due to authorized trading is recorded. Find the probability that I given mouth a loss event will occur first after the day? (8) lu a space of 2 years after how many days do you expect this types of losses to COLL? (b) What is the probability of a los occuring on the 100 day, in a given year? 2 Question 1 25 A). As per the Basel Il Accord define the terms Risk and Operational risk B). Give four principles used in classifying operational risk 4 C). List sie examples of operational losses and causes thereof. 161 D). You are a risk manager at Mweleco Capital, you noticed that, 5 out of every 10 trading days a los due to authorized trading is recorded. Find the probability that I given mouth a loss event will occur first after the day? (8) lu a space of 2 years after how many days do you expect this types of losses to COLL? (b) What is the probability of a los occuring on the 100 day, in a given year? 2Step by Step Solution
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