Results 241 to 250 of about 1,839,327 (268)
Some of the next articles are maybe not open access.
Risk Measures: Value at Risk and beyond
2013In the late 90s an increasing interest has been developing towards risk measures, in particular the Value at Risk (VaR) and the Conditional Value at Risk (CVaR). The use of such risk measures is due, on the one hand, to the rules imposed by the Basel Accord on the deposit of margins by banks and financial institutions because of the financial risks ...
Emanuela Rosazza Gianin, Carlo Sgarra
openaire +1 more source
FIXING RISK NEUTRAL RISK MEASURES
International Journal of Theoretical and Applied Finance, 2016In line with regulations and common risk management practice, the credit risk of a portfolio is managed via its potential future exposures (PFEs), expected exposures (EEs), and related measures, the expected positive exposure (EPE), effective expected exposure (EEE), and the effective expected positive exposure (EEPE).
openaire +1 more source
Model risk in backtesting risk measures [PDF]
, 2014 Under the Basel II regulatory framework non-negligible statistical problems arise when backtesting risk measures. In this setting backtests often become infeasible due to a low number of violations leading to heavy size distortions. According to Escanciano and Olmo (2010, 2011) these problems persist when incorporating estimation and model risk by ...
Evers, Corinna, Rohde, Johannes
openaire +1 more source
Cancer risk among World Trade Center rescue and recovery workers: A review
Ca-A Cancer Journal for Clinicians, 2022Andrew Todd +2 more
exaly
Risk Measurement: An Introduction to Value at Risk
1996This paper is a self-contained introduction to the concept and methodology of "value at risk," which is a new tool for measuring an entity's exposure to market risk. We explain the concept of value at risk, and then describe in detail the three methods for computing it: historical simulation; the variance-covariance method; and Monte Carlo or ...
Linsmeier, Thomas J., Pearson, Neil D.
openaire +2 more sources
Factors influencing risk-based care of the childhood cancer survivor in the 21st century
Ca-A Cancer Journal for Clinicians, 2018Israel Fernandez-Pineda +2 more
exaly