有买了SAS® OpRisk Global Data的么

有谁的公司购买了SAS® OpRisk Global Data么？
使用的如何呢？谢谢！

1# kuhasu
第一次听说这个数据库。我也想了解这个数据库。有知道的同学回答。

SAS OpRisk Global Data, as I understand, is a database that is used in operational risk management by firms (predominately financial services companies).

Why SAS OpRisk Global Data?
Since the introduction of Basel -II regulations (of which, Operatioal Risk is one of the 3 risk areas corresponding to which banks must hold regulatory capital), banks are required to keep a tab on the operational risks faced by their respective businesses. Most often these op-risk events tend to be rare events (it least the ones which cause huge losses, as in Nick Leeson's, Society Generale's Jerome Keirvel etc..) and as such it is hard for a banks say XYZ bank to accurately modely such events because by definition the events they are trying to model are rare events and thus they don't have enough data to build their models.

"An institution’s own internal loss data
provides the most relevant information
to use for analyzing operational risk, but
internal data is generally insufficient for
most modeling and statistical analysis
purposes. Since operational risk is driven
primarily by high-severity events, which
are rare, it would take years or decades
to collect enough data to build an effective
and reliable predictive model."

"External databases offer the larger
sample size required for meaningful
modeling and statistical analysis.
However, there is an industrywide shortage
of available or suitable event/loss
data (especially for larger and unexpected
loss events), large statistical
samples and statistically proven causeand-
effect relationships.
While regulators welcome the inclusion
of external loss data to broaden the statistical
knowledge base, most external
loss databases are in their infancy and
come up short. SAS® OpRisk Global
Data changes all that"
You can learn more about SAS® OpRisk Global
Data here http://www.sas.com/resources/pro ... lobaldata-brief.pdf