[PDF] Top 20 Simulation based approach for measuring concentration risk

... 3.2 Measuring concentration risk Simulations based on bank capital dynamics model introduced in previous section provide required capital minimum level directly from distribution of bank[r] ... See full document

... For details on this index, we refer to Tarsitano (1990) and references therein. For a com- parison of the two weighting schemes, that is, of the gambles π employed in the Gini and Bonferroni cases, we refer to De ... See full document

... Bayesian approach proposed by Martina et ...of risk. Using the utility-entropy risk function approach, a combination of objective (represented by the entropy function) and subjective ... See full document

... decision. Measuring risk is very important study for insurance underwriter for making a new product and insurance ...computer based fuzzy underwriting system was proposed by Horgby, et ...classify ... See full document

... the concentration risk issue has become increasingly important in the world of ...This risk is defined as the loss that we can get from a large exposition of a single name counterparty, a sector or a ... See full document

... systemic risk and designing a regulatory framework capable of ensuring financial stability is the foremost objective of international financial regulatory institu- ...the risk measure most widely used by ... See full document

... mean-entropy approach in order to maximize expected portfolio returns and minimize portfolio ...entropy-based approach to traditional construction methods of all the possible efficient portfolios on ... See full document

... regionally- based clinical database that captures dual energy X-ray absorptiometry (DXA) results for the entire provincial population since the program’s inception in 1996 ... See full document

... The approach in this paper is to estimate the default correlation based on structural models, specifically, the one factor ...defaults based on Merton’s structured model is widespread in credit ... See full document

... the risk of women's death occurred during pregnancy, abortion, childbirth or within 42 days after delivery, attributed to causes related to or aggravated by pregnancy, abortion, the birth, the puerperium or ... See full document

... for measuring oxygen concentration are widely used both in industry and research due to the practical advantages and sensitivity of this type of ...The measuring principle is the luminescence ... See full document

... 2011. Risk analysis and risk management need to be performed on PBC implementation for road ...on risk identification has been done, but the pattern of risk sharing between government and ... See full document

... Simulation analysis of test technology based on initial permeability According to the measuring principle of the initial permeability detection technique, the yoke and ferromagnetic work[r] ... See full document

... pollution concentration are the original parameters. A modeling method based on genetic neural network was adopted to evaluate environment air ...the concentration of nocuous gas beyond the standard, ... See full document

... A. Identification of an Optimum Value for Parameters It is a vital phase in identifying the best value for the required parameters in the classifier. In this particular simulation, it is critical to find the ... See full document

... non-modifiable risk factor is of interest, modi- fiable risk factors such as smoking and body mass index are also important and incorporating these modifiable risks into models requires additional ... See full document

... agent based simulations (ABS) as well as analytic Cournot models, to study the effects of firm characteristics, market characteristics, and innovation on market concentration, as measured by a ... See full document

... scheduling approach named as ACGSA by combining the ant colony and gravitational search ...Proposed approach has been tested using cloudsim ...basic approach on the relevant ... See full document

... toward risk can generate correlation among the prices of seem- ingly unrelated ...their risk exposures across a range of emerging markets, causing a rise in the cost of borrowing beyond Asia, and into Latin ... See full document

... Hence, when a simulated scenario is defined over a future horizon H in the Matlab environment, sent to Simulink and to the distributed MDP solver, once a solution of optimal planning is found, the simulation can ... See full document