Gáll, JózsefGashi, Viola2020-05-142020-05-142020-05-14http://hdl.handle.net/2437/287362The main aim of the thesis was to compute Operational risk in banks using the Advanced Measurement Approach - LDA method. Under this method, the aggregate loss is needed to be computed, which lacks of closed-form approximations. Therefore, in this thesis we estimate it using the numerical method of Monte Carlo simulation and Panjer recursion.41enValue at RiskOperational RiskLDA MethodMonte CarloPanjer RecursionDEENK Témalista::Matematika