Tags » CCAR

Some Considerations of Modeling Severity in Operational Losses

In the Loss Distributional Approach (LDA) for Operational Risk models, multiple distributions, including Log Normal, Gamma, Burr, Pareto, and so on, can be considered candidates for the distribution of severity measures. 447 more words


The Art in our New Machzor (High Holy Day Prayerbook)


As folks start to open up the new Reform Machzor, Mishkan HaNefesh, the unique artwork that appears sprinkled throughout the volumes evokes a range of responses.   91 more words


we are all stars

after finishing the ccar recovery coach training on august 1, i asked the new coaches 3 questions –

  1. why did you decide to do this recovery coach training?
  2. 139 more words
2nd Stage Recovery

Interview with CCDE/CCAr Program Manager Elaine Lopes

I am currently studying for the CCDE exam. Elaine Lopes is the program manager for the CCDE and CCAr certification. I’ve had the pleasure of interacting with her online and meeting her at Cisco Live as well. 1,458 more words


C-Car schedule for TCursday and Friday July 16-17, 2015

The Eastern CT driver will be out the rest of this week. It is hopeful that he will return to normal schedules again on Monday. 45 more words

Are These Losses from The Same Distribution?

In Advanced Measurement Approaches (AMA) for Operational Risk models, the bank needs to segment operational losses into homogeneous segments known as “Unit of Measures (UoM)”, which are often defined by the combination of lines of business (LOB) and Basel II event types. 302 more words


RapidMatter - Enterprise-Architecture-Design-as-a-Service

 I am kick-starting a GitHub project called RapidMatter.  The live version of this GNU General Public Licence prototype will run at RapidMatter.com, which I will fund personally through the earnings of my blog… 882 more words