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Constructing Risk Measurement Models by Quantile Regression Method
2010 Third International Conference on Business Intelligence and Financial Engineering, 2010In order to use the states of price trends or historical volatility to interpret value-at-risk without distributional assumptions, quantile regression method is used to solve the problem. We present the risk measurement model using five lag returns as explanatory variables.
Shide Ou, Danhui Yi
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Present Value Methods, Yields, and Traditional Risk Measures
2002Present value methods determine the value of a financial instrument by discounting all future cash flows resulting from the instrument. Applying this method requires few assumptions. Only Assumptions 1, 2, 3, 4 and 5 from Section 5 are necessary.
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Value-at-risk. Measurement and evaluation methods for market risk [PDF]
Theoretical and Applied Economics, 2008 The prudential regulation of financial institutions requires the maintenance of minimum levels of capital as reserves against financial risks. Banks now have the option to use their own VaR risk-management model as the basis for required capital ratios.
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Interaction between financial risk measures and machine learning methods
Computational Management Science, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gotoh, Jun-ya +2 more
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Risk measures-based cluster methods for finance
Risk Management, 2022Pablo Cristini Guedes +2 more
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New Techniques and Methods for Managing Measurement Risk
NCSLI Measure, 2015Abstract:Murata Manufacturing Co., Ltd. produces many kinds of electronic products in very large quantities, and utilizes management techniques and methods for the measurement of risk in the inspection process to guarantee the quality of these products.
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Risk Adjustment Methods in Quality Measurement
JAMA, 2018Junqiao, Chen +2 more
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Advancing Methods For Evaluating Flood Risk Reduction Measures
2018Hydraulic Structures and Flood ...
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Measurement of the Market Risk- the Value at Risk Method
2002The Value at Risk (VaR) method permits to define, with a certain accepted probability, the maximum loss to which the investor can be exposed within a given time horizon. This measurement opens wide interpretation possibilities and can be used both to quantify all kinds of financial risk and to measure risks other than the market-related ones.
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