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Equivalent Risk Indicators: VaR, TCE, and Beyond
Risks, 2022 While a lot of research concentrates on the respective merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on the equivalence between such indicators.
Silvia Faroni +2 more
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Kansas Wheat Yield Risk Measures and Aggregation: A Meta-Analysis Approach
Journal of Agricultural and Resource Economics, 1994 A meta-analysis approach to prediction of farm level yield risk from county level yield series is applied to Kansas wheat yields. A nonlinear relationship between county level and farm level yield risk is found, which indicates that yield risk increases ...
Michele C. Marra, Bryan W. Schurle
doaj +1 more source
Longevity Risk Measurement of Life Annuity Products
Risks, 2020 This paper captures and measures the longevity risk generated by an annuity product. The longevity risk is materialized by the uncertain level of the future liability compared to the initially foretasted or expected value.
Pauline Milaure Ngugnie Diffouo +1 more
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Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk? [PDF]
, 2016 Recently, Basel Committee for Banking Supervision proposed to replace all approaches, including Advanced Measurement Approach (AMA), for operational risk capital with a simple formula referred to as the Standardised Measurement Approach (SMA). This paper
Chapelle, Ariane +3 more
core +4 more sources
Electricity Market Risk Evaluation Based on Order Relation-Entropy Weight Method
Zhongguo dianli, 2021 With the accelerated construction of China's electricity market, it is important for construction of the electricity market to make the smooth market transition and provide a scientific risk assessment method.
Jingdong XIE +5 more
doaj +1 more source
, 2003 The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science, first distinguishes two conceptions of risk. Risk of the first kind conceives risk as the magnitude of (one- or two-sided) deviations from a target, whereas risk of the second kind conceives risk as necessary capital or necessary premium, respectively.
openaire +4 more sources
Risk measuring under liquidity risk [PDF]
Applied Mathematical Finance, 2014 We present a general framework for measuring the liquidity risk. The theoretical framework defines a class of risk measures that incorporate the liquidity risk into the standard risk measures. We consider a one-period risk measurement model. The liquidity risk is defined as the risk that a given security or a portfolio of securities cannot be easily ...
openaire +3 more sources
The Impact of Political Risks on Financial Markets: Evidence from a Stock Price Crash Perspective
International Journal of Financial StudiesPolitical risk, one of the most significant uncertainty shocks, affects firms’ future attitudes toward risks and plays a crucial role in their decision making.
Yanping Ma, Qian Wei, Xiang Gao
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Sr Isotopic Composition of NIES Certified Reference Material No. 28 Urban Aerosols
Frontiers in Environmental Chemistry, 2021 An interlaboratory study of the National Institute for Environmental Studies (NIES) certified reference material (CRM) No. 28 Urban Aerosols collected from the filters of a central ventilating system in a building in the Beijing city center from 1996 to ...
Akane Yamakawa +10 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Oral mucositis is a common and debilitating side effect of childhood cancer and stem cell transplant treatments. It affects the quality of life of children and young people (CYP) and places a strain on services. Photobiomodulation is recommended for oral mucositis prevention in international guidance but is poorly implemented in UK ...
Claudia Heggie +4 more
wiley +1 more source