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Model Risk in Cryptocurrency Governance Reliability Assessments
, 2018Cryptocurrencies have entered the economy as alternative money, as speculation objects, and as utility tokens for innovative service-platforms. Cryptocurrencies are based on cryptography-based asset disposals validated by decentralized operators of ...
P. Østbye
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Current Opinion in Environmental Science & Health, 2021
Abstract Wildfires occur worldwide and affect different territories in diverse ways. New challenges in wildfire management are emerging, fueled by climatic, land cover, and sociodemographic changes, fostering wildfire science to respond with advanced and inclusive approaches.
Oliveira, Sandra, Rocha, Jorge, Sá, Ana
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Abstract Wildfires occur worldwide and affect different territories in diverse ways. New challenges in wildfire management are emerging, fueled by climatic, land cover, and sociodemographic changes, fostering wildfire science to respond with advanced and inclusive approaches.
Oliveira, Sandra, Rocha, Jorge, Sá, Ana
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European Journal of Preventive Cardiology, 2012
An individual's overall cardiovascular risk should guide appropriate therapy and patient management. Several risk assessment scores are available; however, further development of risk algorithms is necessary to account for changes in available treatments and patient lifestyles, to make use of emerging risk factors and more accurate methods for ...
David Prieto-Merino, Stuart J. Pocock
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An individual's overall cardiovascular risk should guide appropriate therapy and patient management. Several risk assessment scores are available; however, further development of risk algorithms is necessary to account for changes in available treatments and patient lifestyles, to make use of emerging risk factors and more accurate methods for ...
David Prieto-Merino, Stuart J. Pocock
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Conceptual Model of Risk: Towards a Risk Modelling Language
2007Nowadays organisations are subjects to frequent changes requiring continuous strategic alignment of business processes subject to increasing compliance requirements. We suggest a holistic integration of process management and risk management supporting a robust management of business processes while improving organisation's resilience.
Sienou, Amadou +3 more
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SSRN Electronic Journal, 2011
Large banks assess their regulatory capital for market risk using complex, firm-wide Value-at-Risk (VaR) models. In their 'bottom-up' approach to VaR there are many sources of model risk. A recent amendment to banking regulations requires additional market risk capital to cover all these model risks but, as yet, there is no accepted framework for ...
José María Sarabia +2 more
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Large banks assess their regulatory capital for market risk using complex, firm-wide Value-at-Risk (VaR) models. In their 'bottom-up' approach to VaR there are many sources of model risk. A recent amendment to banking regulations requires additional market risk capital to cover all these model risks but, as yet, there is no accepted framework for ...
José María Sarabia +2 more
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The Risk of Determining Risk with Multivariable Models
Annals of Internal Medicine, 1993To review the principles of multivariable analysis and to examine the application of multivariable statistical methods in general medical literature.A computer-assisted search of articles in The Lancet and The New England Journal of Medicine identified 451 publications containing multivariable methods from 1985 through 1989.
John Concato +2 more
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A New Approach to Assessing Model Risk in High Dimensions
, 2015A central problem for regulators and risk managers concerns the risk assessment of an aggregate portfolio defined as the sum of d individual dependent risks Xi.
C. Bernard, S. Vanduffel
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Model Risk in Risk Models: Quantifying Statistical Uncertainty in Active Risk
The Journal of Portfolio Management, 2021Risk models commonly provide a portfolio’s ex ante active risk as a point forecast. Under the hood of risk models, this forecast relies on a bevy of statistical estimations that introduce uncertainty in the forecast. Failure to incorporate this uncertainty in the risk forecast can present an incomplete picture of the portfolio’s risk profile ...
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Reducing Model Risk via Positive and Negative Dependence Assumptions
, 2015We give analytical bounds on the Value-at-Risk and on convex risk measures for a portfolio of random variables with fixed marginal distributions under an additional positive dependence structure.
V. Bignozzi +2 more
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A Proportional Hazards Model for the Subdistribution of a Competing Risk
, 1999With explanatory covariates, the standard analysis for competing risks data involves modeling the cause-specific hazard functions via a proportional hazards assumption.
J. Fine, R. Gray
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