measurement and risk
Operational risk: Emerging markets, sectors and measurement
... operational risk or any risk measurement, rather they have focussed around event studies (such as in (Meng and Lee, 2007) and (Chai et ...quantify risk but also they focus on the operational ...
33
Measurement and Pricing of Risk in Insurance Markets
... of risk measurement provides a point of intersection between risk man- agement, economic theories of choice under risk, financial economics and actuarial pricing ...insurance risk ...
30
Essays on Risk Measurement and Modeling in Macroeconomics and Finance
... a risk-free ...contains measurement equations that time-aggregate consump- tion to the observed frequency, yet allow us to maintain the likelihood representation (see Bansal, Kiku, and Yaron (2012b) for a ...
235
First Stochastic Dominance and Risk Measurement
... Farinelli and Tibiletti (2008) propose a general risk-reward performance measurement ratio. Due to its simplicity and generality, the F-T ratios have gained much attentions. F-T ratios are ratios of average ...
10
Systemic Risk : Modeling and Measurement
... that measurement of systemic risk exposure at institutions level is important, further research on commodity futures pricing in emerging markets should take into account such international risk ...
5
Performance Measurement Analysis of XYZ Company Based on Risk with AHP and OMAX Concept Approach
... performance measurement, KPI selection priorities that need to be improved are still based on management ...performance measurement methods with AHP and OMAX methods for the efficiency and effectiveness of ...
11
Contributions to solvency risk measurement
... coherent risk measures used to calculate solvency capital for long-term ...the measurement needs to be updated ...same risk measure with new in- formation could lead to over- or under-estimation of ...
155
Predict the logistic risk: fuzzy comprehensive measurement method or particle swarm optimization algorithm?
... Comprehensive Measurement Method (FCMM) method, it is a branch of fuzzy mathematics which is created by a well-known electronic engineer and cybernetics expert ...the risk of logistics projects was ...
7
Risk measurement in the presence of background risk
... distortion-type risk measure is constructed, which evaluates the risk of any uncertain position in the context of a portfolio that contains that position and a fixed background ...The risk measure ...
28
I. An overview of risk measurement techniques.
... is risk. The expected return depends heavily on the level of risk of an ...of risk seems to be intuitively clear, it is difficult to formalize ...quantify risk in almost every single ...
21
Dynamic Verifier Core: A Practical Solution to Mitigate the Risks of Software Risk Management Process
... of risk process like risk identification, measurement, assessment, and mitigation, the related experts should be the review committee key ...and risk manager have permanent plenipotentiary ...
5
Non Parametric methods: An application for the risk measurement
... Currently, the financial institutions are exposed to different types of risks, which has increased the need for new analytical instruments for the risk management, being one of most developed the Value at ...
30
On empirical risk measurement with asymmetric returns data
... downside risk measures such as (1) has been advocated by a large num- ber of theorists and practitioners (see, for instance, Markowitz (1952), Fishburn (1980), Bawa (1975), Menezes, Geiss, and Tressler (1980), ...
42
CAS: Risk-Adjusted Underwriting Performance Measurement
... many risk- adjusted performance measures, including the well- known Sharpe ratio, the Treynor ratio (ratio-based tests) and Jensen’s alpha (a value-based test), all thoroughly discussed in Part 7 of Bodie, Kane, ...
18
Exploring Bayesian Methods for the Measurement of Operational Risk
... – Possibly building on existing qualitative risk assessment methods (e.g. CAMEL, RATE) where different levels of supervision apply depending on the risk rating of the firm. But it may be very difficult to ...
20
Multivariate extremes at work for portfolio risk measurement
... This paper proposes a methodology to provide risk measures for portfolios during extreme events. The approach is based on splitting the multivariate extreme value distribution of the assets of the portfolio into ...
28
Information and optimisation in investment and risk measurement
... In a Bayesian implementation, we study how to use non-sample information to infer optimal scaling of unknown forecasts of asset returns in the presence of uncertainty about the quality o[r] ...
233
<p>Measurement of diabetes, prediabetes and their associated risk factors in Myanmar 2014</p>
... and risk factors for diabetes are necessary in order to put into place an effective national policy of screening and early lifestyle intervention of the ...significant risk factors contributing to diabetes ...
8
Model uncertainty in risk capital measurement
... A risk measure ρ is a functional that assigns to every financial loss Y a real number ρ(Y ...the risk measure ρ(Y ) can be taken to represent the minimal amount of capital that added to Y makes it ...
22
Credit risk measurement and modelling
... Particularly, this thesis provides evidence as to the relation between different different factors in maturities and credit and spread all changes macroeconomic index, the it the the mos[r] ...
292