A Method And System To Calculate Operational Risk

Abstract: The present invention relates to a method for calculating operational risk exposure for a product or a process, said method comprising the steps of: -storing the data relating to the errors and losses in respect of said product or process, entering the transaction data, entering the translator function, building frequency and severity distribution for said losses, simulating loss distribution based on said frequency and severity distribution, and calculating risk exposure on the basis of said simulations.

Patent Information

Application #

Filing Date

29 March 2004

Publication Number

22/2007

Publication Type

INA

Invention Field

COMPUTER SCIENCE

Status

Email

Parent Application

Applicants

ICICI BANK LTD

BANDRA KURLA COMPLEX, MUMBAI,

Inventors

1. V. SRAVAN KUMAR

C/O ICICI BANK LTD., EMPIRE COMPLEX, LOWER PAREL, MUMBAI,

Specification

Documents

Application Documents

#	Name	Date
1	381-mum-2004-abstract(30-3-2005).pdf	2018-08-09
1	381-MUM-2004_EXAMREPORT.pdf	2018-08-09
2	381-mum-2004-form 5(30-3-2005).pdf	2018-08-09
2	381-mum-2004-claims(30-3-2005).pdf	2018-08-09
3	381-MUM-2004-FORM 5(29-3-2005).pdf	2018-08-09
3	381-mum-2004-correspondence(28-8-2006).pdf	2018-08-09
4	381-mum-2004-form 3(29-3-2004).pdf	2018-08-09
4	381-mum-2004-correspondence(ipo)-(18-1-2010).pdf	2018-08-09
5	381-mum-2004-form 2(title page)-(provisional)-(29-3-2004).pdf	2018-08-09
5	381-mum-2004-description(complete)-(30-3-2005).pdf	2018-08-09
6	381-mum-2004-form 2(title page)-(complete)-(30-3-2005).pdf	2018-08-09
6	381-mum-2004-description(provisional)-(29-3-2004).pdf	2018-08-09
7	381-mum-2004-form 2(30-3-2005).pdf	2018-08-09
7	381-mum-2004-form 1(29-3-2004).pdf	2018-08-09
8	381-mum-2004-form 2(29-3-2004).pdf	2018-08-09
8	381-mum-2004-form 18(30-8-2006).pdf	2018-08-09
9	381-mum-2004-form 2(29-3-2004).pdf	2018-08-09
9	381-mum-2004-form 18(30-8-2006).pdf	2018-08-09
10	381-mum-2004-form 1(29-3-2004).pdf	2018-08-09
10	381-mum-2004-form 2(30-3-2005).pdf	2018-08-09
11	381-mum-2004-form 2(title page)-(complete)-(30-3-2005).pdf	2018-08-09
11	381-mum-2004-description(provisional)-(29-3-2004).pdf	2018-08-09
12	381-mum-2004-form 2(title page)-(provisional)-(29-3-2004).pdf	2018-08-09
12	381-mum-2004-description(complete)-(30-3-2005).pdf	2018-08-09
13	381-mum-2004-form 3(29-3-2004).pdf	2018-08-09
13	381-mum-2004-correspondence(ipo)-(18-1-2010).pdf	2018-08-09
14	381-MUM-2004-FORM 5(29-3-2005).pdf	2018-08-09
14	381-mum-2004-correspondence(28-8-2006).pdf	2018-08-09
15	381-mum-2004-form 5(30-3-2005).pdf	2018-08-09
15	381-mum-2004-claims(30-3-2005).pdf	2018-08-09
16	381-MUM-2004_EXAMREPORT.pdf	2018-08-09
16	381-mum-2004-abstract(30-3-2005).pdf	2018-08-09