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Kindergarten Screening for Early (Grade 1) and Late-Emerging (Grade 4) Dyslexia Risk.
JAMA Netw OpenYinon R +5 more
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The Journal of Risk Model Validation, 2008 Model risk as part of the operational risk is a serious problem for financial institutions. As the pricing of derivatives as well as the computation of the market or credit risk of an institution depend on statistical models the application of a wrong model can lead to a serious overor underestimation of the institution’s risk.
Sibbertsen, Philipp +2 more
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On Coherent Risk Measures Induced by Convex Risk Measures
Methodology and Computing in Applied Probability, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Zhiping, Hu, Qianhui
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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).
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Measuring Risk: Risk Analysis or Sensitivity Analysis?
IFAC Proceedings Volumes, 1995Abstract Governments in developing countries invest large amounts in public infrastructures. However, information on economic risk on the project level is hardly ever included in the assessment of a project’s feasibility. Practitioners normally restrict their analysis to one factor at a time sensitivity analysis, which is insufficient information to ...
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, 2013 In this paper we present systemic risk measures based on contingent claims approach, banking sector multivariate density and cluster analysis. These indicators aim to capture credit risk stress and its potential to become systemic. The proposed measures capture not only individual bank vulnerability, but also the stress dependency structure between ...
Solange Maria Guerra +3 more
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Risk Measures from Risk-Reducing Experiments
Decision Analysis, 2012This paper introduces the concept of risk-reducing experiments as a basis for designing risk measures. A risk-reducing experiment provides the option to mitigate the impact of less favorable outcomes in a gamble, and the gamble's risk is measured as the increase in value brought about by such an experiment.
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