在操作风险基础班讲义P39,最下面一句话——the company's overall operational risk capital requirements will incorporate the results of each cell in the business line matrix, taking into account that losses that will not be fully correlated. 请问该如何理解?
是不是因为操作风险matrix中每个格子代表的loss之间的相关性没有考虑进去,假设loss之间是独立的,所以导致算出来的risk越大,capital requirement也就越大?这样理解对吗?