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The structure of the loss distribution approach (LDA) would assess capital requirements in cells resulting from grouping the data in a business line/event type matrix. The overall operation risk capital requirement for the firm: A. would combine the results in each of the cell in such a way that takes into account the fact that the losses would not be perfectly correlated yet correlated to some extent. B. would add the capital requirements from all the cells assuming the losses in the cells are uncorrelated. C. would add the capital requirements from all the cells assuming the losses in the cells are perfectly correlated. D. would take a geometric mean of the capital requirements multiplied by the number of cells. |