Results 31 to 40 of about 5,554 (110)

Ranking of VaR and ES Models: Performance in developed and emerging markets [PDF]

, 2012
An inherent problem with comparing and ranking competing Value at Risk (VaR) and Expected shortfall (ES) models is that they measure only a single realization of the underlying data generation process.
Filer, Randall, Zikovic, Sasa
core  

Second-order accuracy metrics for scoring models and their practical use

, 2022
The paper proposes new second-order accuracy metrics for scoring or rating models, which show the target preference of the model, it is better to diagnose good objects or better to diagnose bad ones for a constant generally accepted predictive power ...
Pomazanov, M. V.
core  

Employee perspectives on risk management in a construction company

Journal of Risk Research
In addition to the tools and techniques available, project risk management also depends on the attitudes of people in an organisation, how the available tools are used, and how the procedures are followed.
Ö. Ökmen, M. Leijten, Theodora Stratton, M. Bosch-Rekveldt, Hans Bakker   +4 more
semanticscholar   +1 more source

Incident-Specific Cyber Insurance

, 2023
In the current market practice, many cyber insurance products offer a coverage bundle for losses arising from various types of incidents, such as data breaches and ransomware attacks, and the coverage for each incident type comes with a separate limit ...
Chong, Wing Fung, Linders, Daniel, Quan, Zhiyu, Zhang, Linfeng   +3 more
core  

A Qualitative Multi-Method Study of U.S. Banks’ Financial Reporting Addressing Security Risk Management (SRM) Operational Effectiveness and SRM Maturity

Journal of Management Policies and Practices
Security risk management (SRM) presents continued challenges for IT executives. Because of growing data breaches, significant funding needs, and non-stop malicious cyber threats, SRM operational effectiveness and SRM maturity present ever-changing ...
Angela G. Jackson-Summers
semanticscholar   +1 more source

Towards a Better Microcredit Decision

, 2022
Reject inference comprises techniques to infer the possible repayment behavior of rejected cases. In this paper, we model credit in a brand new view by capturing the sequential pattern of interactions among multiple stages of loan business to make better
Song, Mengnan, Su, Suisui, Wang, Jiasong
core  

The Effect of Claim Ratio and Solvency Margin Ratio on Tobin's Q with the Implementation of Risk Management as Moderation

Journal of economics, finance and management studies
Insurance companies play a crucial role in risk management. This study highlights that the role of enterprise risk management as a moderator indicates that to enhance company value (empirical study on insurance companies listed on the Indonesia Stock ...
Vincentia Wahju Widajatun, Tanti Irawati Mukhlis, Oliver Hasan Padmanegara   +2 more
semanticscholar   +1 more source

Validation of machine learning based scenario generators

, 2023
Machine learning methods are getting more and more important in the development of internal models using scenario generation. As internal models under Solvency 2 have to be validated, an important question is in which aspects the validation of these data-
Flaig, Solveig, Junike, Gero
core  

Short-Term Volatility Prediction Using Deep CNNs Trained on Order Flow

, 2023
As a newly emerged asset class, cryptocurrency is evidently more volatile compared to the traditional equity markets. Due to its mostly unregulated nature, and often low liquidity, the price of crypto assets can sustain a significant change within ...
Hao, Mingyu, Lenskiy, Artem
core  

On the properties of the Lambda value at risk: robustness, elicitability and consistency [PDF]

, 2017
© 2017 Informa UK Limited, trading as Taylor & Francis Group. Recently, the financial industry and regulators have enhanced the debate on the good properties of a risk measure.
Burzoni, Matteo, Peri, I, Ruffo, CM
core   +2 more sources