An analyst simulates the distribution of operational losses for her employer. She finds that the loss that corresponds to the 99th percentile of potential losses is $1,500,000 and the mean of the distribution is $250,000. The estimate of operational risk economic capital is closest to:
A$250,000
B$1,500,000
C$1,250,000
D$1,750,000
打开微信扫一扫
添加FRM讲师
课程咨询热线
400-963-0708
微信扫一扫
还没有找到合适的FRM课程?赶快联系学管老师,让老师马上联系您! 试听FRM培训课程 ,高通过省时省心!