Term  Definition                           Scenario  analysis         An analysis that adds large losses to a distribution and then analyses how  much the characteristics of the distribution are affected.    Exposure  indicator (EI) A proxy of the size of a particular business line's operational risk exposure used by the supervisor.  Loss given that  event (LGE) The loss caused by the defined event (this should be a discrete number  and not an expected value).  Long tail Is sometimes used as a synonym for fat tail in a distribution. More  common is however as in long tail business in an insurance context. The term then means that it takes a long time from the occurence of an event before all the consequences of it (e.g. the final loss amount) are known.  Risk profile  index An adjustment factor to the regulatory capital charge calculation to reflect the difference between the bank's individual risk profile and the industry wide risk profile. The formula to calculate the RPI is still to be drafted by the supervisor. Parameter may be: the distribution of the transactions size, the standard deviation of the frequency of losses and/or severity of losses.