摘要翻译：
根据《巴塞尔二号协议》，许多银行采用损失分配法来量化操作风险资本费用。在这种方法下，操作风险发生频率和严重程度分布的量化涉及银行内部数据、专家意见和相关外部数据。在本文中，我们提出了一种新的方法，基于贝叶斯推理方法，允许这三个信息源的组合来估计风险频率和严重度分布的参数。
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英文标题：
《The Quantification of Operational Risk using Internal Data, Relevant
  External Data and Expert Opinions》
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作者：
Dominik D. Lambrigger, Pavel V. Shevchenko and Mario V. W\"uthrich
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  To quantify an operational risk capital charge under Basel II, many banks adopt a Loss Distribution Approach. Under this approach, quantification of the frequency and severity distributions of operational risk involves the bank's internal data, expert opinions and relevant external data. In this paper we suggest a new approach, based on a Bayesian inference method, that allows for a combination of these three sources of information to estimate the parameters of the risk frequency and severity distributions.
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PDF链接：
https://arxiv.org/pdf/0904.1361