I have a loss data arising out of Operation risk for some particular bank. The standard procedure for arriving at the capital charge w.r.t. Operational risk needs I fit some continuous distribution to this loss data.
Normally, I am able to fit some standard distributions. Once the distribution is identified, the same distribution is used to simulate future loss amounts.
My question is assuming the data is such that I am just not able to fit any statistical distribution, how do I deal with data to simulate the loss amounts. Is there any non-parametric method available to deal with such situations.
Kindly give me some advice.