Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk management in the financial industry. This in-depth study provides quantitative tools to better describe qualitative issues, as well as clear explanations of how to transform recent theoretical developments into computational practice, and key tools for dealing with the issues of risk measurement and capital allocation
Beginning with the fact that performant strategies of the financial institutions have programmes and...
The cost of operational risk refers to the capital needed to a fford the loss generated by ordinary ...
An increasing complication of the financial system with new products, international connections betw...
Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk man...
Insurance companies or other financial institutions face financial risks during their various activi...
The book analyses how Value at Risk models for market, credit, operational and business risk can be ...
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques ...
Enterprises across the world are taking a hard look at their risk management practices. A number of ...
The relevance of studying the issues related to the risk management implementation for companies’ fi...
The paper proposes to present the approaches modalities of the risk towhich an investor is subjected...
Risks can impair the success of business transactions. Structured finance transactions are exposed t...
This thesis describes management and measurement approaches to operational risk in banks. These meth...
Measuring the risk of a financial portfolio involves two steps: estimating the loss distribution of ...
Risk assessment techniques vary from purely qualitative approaches, through a regime of semi-qualita...
Current practice largely follows restrictive approaches to market risk measurement, such as historic...
Beginning with the fact that performant strategies of the financial institutions have programmes and...
The cost of operational risk refers to the capital needed to a fford the loss generated by ordinary ...
An increasing complication of the financial system with new products, international connections betw...
Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk man...
Insurance companies or other financial institutions face financial risks during their various activi...
The book analyses how Value at Risk models for market, credit, operational and business risk can be ...
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques ...
Enterprises across the world are taking a hard look at their risk management practices. A number of ...
The relevance of studying the issues related to the risk management implementation for companies’ fi...
The paper proposes to present the approaches modalities of the risk towhich an investor is subjected...
Risks can impair the success of business transactions. Structured finance transactions are exposed t...
This thesis describes management and measurement approaches to operational risk in banks. These meth...
Measuring the risk of a financial portfolio involves two steps: estimating the loss distribution of ...
Risk assessment techniques vary from purely qualitative approaches, through a regime of semi-qualita...
Current practice largely follows restrictive approaches to market risk measurement, such as historic...
Beginning with the fact that performant strategies of the financial institutions have programmes and...
The cost of operational risk refers to the capital needed to a fford the loss generated by ordinary ...
An increasing complication of the financial system with new products, international connections betw...