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Aug 31 at 03:16 AM

Risk Aggregation for Operational Risks


Hi All,

We are trying to define risk aggregation for operational risks. We have reviewed note 1697081 and the wiki (Risk Aggregation in RM 10.0 - Governance, Risk and Compliance - SCN Wiki. Unfortunately, the default class (CL_GRRM_ANA_AGGR_DEFAULT) only works for corporate risks so there is no guide for operational risks. Our custom class can retrieve data regarding any underlying risks and perform some aggregation logic for the result we want to see; however, we have not determined a way to update the operational risk with the aggregated analysis.

Can anyone provide example logic for risk aggregation for operational risks? Thanks for your help in advance.