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Risk Aggregation for Operational Risks

jbreen
Explorer
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450

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.

John

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jbreen
Explorer
0 Kudos

Hi All,

It took some searching. I found SAP provides a class CL_GRRM_OPL_RISK_AGGR_DEFAULT for operational risk aggregation. We copied and modified this to perform the risk aggregation.

John