Results 21 to 30 of about 340,596 (268)

Application of Monte Carlo simulation methods in risk management

Journal of Business Economics and Management, 2007
The paper deals with Monte Carlo simulation method and its application in Risk Management. The author with the help of MATLAB 7.0 introduces new modification of Monte Carlo algorithm aimed at fast and effective calculation of financial organization's ...
Alexander Suhobokov
doaj   +1 more source

Confederation debt management since 1970

Swiss Journal of Economics and Statistics, 2019
This paper analyzes the Confederation’s debt management. The Confederation actively manages roll over and interest rate risk by increasing bond maturity with increasing marketable debt-to-GDP levels. It further engages in active but asymmetric, one-sided
Basil Guggenheim, Mario Meichle, Thomas Nellen   +2 more
doaj   +1 more source

Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models [PDF]

Финансовый журнал, 2022
Model risk is currently a topic of great interest both to the academic community and to the financial industry; however, there is not yet any generally accepted approach to measuring it as of now.
Andrey Yu. Nevela, Victor A. Lapshin
doaj   +1 more source

Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations

Mathematics
Counterparty risk, which combines market and credit risks, gained prominence after the 2008 financial crisis due to its complexity and systemic implications.
Noureddine Lehdili, Pascal Oswald, Othmane Mirinioui   +2 more
doaj   +1 more source

Calculating Value at Risk: DCC-GARCH-Copula Approach [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2020
In this paper, in order to calculate portfolio market risk of 10 selected industries indices in Tehran Stock Exchange, two models of Value Risk (VaR) and Expected shortfall (ES) have been used.
Reza Taleblou, Mohammad Mahdi Davoudi
doaj   +1 more source

Performance-Enhancing Market Risk Calculation Through Gaussian Process Regression and Multi-Fidelity Modeling

Computation
The market risk measurement of a trading portfolio in banks, specifically the practical implementation of the value-at-risk (VaR) and expected shortfall (ES) models, involves intensive recalls of the pricing engine.
N. Lehdili, P. Oswald, H. D. Nguyen
doaj   +1 more source

Simultaneous Determination of Benzimidazoles and Their Metabolites Residues in Dairy Products by Solid Phase Extraction-Ultra Performance Liquid Chromatography-Tandem Mass Spectrometry

Shipin gongye ke-ji
A method for the simultaneous determination of benzimidazoles and their metabolites in dairy products was established using ultra high performance liquid chromatography-tandem mass spectrometry (MS).
Yongsheng QIAO, Ping WANG, Yinbo HUANG, Yinjie FENG, Xia CAI, Zhanlin ZHANG, Wei CHEN   +6 more
doaj   +1 more source

Pengaruh risiko usaha terhadap profitabilitas pada bank umum swasta nasional devisa

Journal of Business & Banking, 2020
The purposes of this study are analyzes the simultaneously and partially effect of LDR, IPR, NPL, APB, IRR, PDN, BOPO, FBIR to ROA in Bank Umum Swasta Nasional Devisa.
Syania Dita Cahyani, Herizon Herizon
doaj   +1 more source

Evaluation of volatile safety in children's play mats based on non-targeted screening and risk prioritization

Ecotoxicology and Environmental Safety
Given the widespread use of play mats and their close contact with children, it is crucial to identify potential chemical hazards associated with these products.
Shuang Liang, Haoyang Shi, Yinhui Yang, Qing Zhang, Zhijuan Wang, Qing Lv   +5 more
doaj   +1 more source

Association Between Dinutuximab Beta Exposure and Post‐End‐of‐Treatment Survival in Neuroblastoma: A Weighted Patient‐Level Analysis of Three Clinical Studies

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Objectives The association between exposure to dinutuximab beta (DB) and event‐free survival (EFS) or overall survival (OS) of neuroblastoma patients was assessed using data collected during three clinical trials (five cohorts). Methods A systematic review (March 2026) was conducted to identify relevant studies (prospective; registered DB ...
Przemysław Holko, Holger N. Lode, Alberto Garaventa, Carla Manzitti, Roberto Luksch, Dominique Valteau‐Couanet, Marion Gambart, John Anderson, Juliet Gray, Adela Canete, Lucas Moreno, Aleksandra Wieczorek, Cormac Owens, Shifra Ash, Isaac Yaniv, Genevieve Laureys, Hans Loibner, Katarzyna Śladowska, Ruth Ladenstein, Paweł Kawalec   +19 more
wiley   +1 more source