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2013
Systemic risk and the financial crisis of 2007 to 2009 In the fall and winter of 2008 to 2009, the worldwide economy and financial markets fell off a cliff. The stock market fell 42 percent in the United States and, on a dollar-adjusted basis, the market dropped 46 percent in the United Kingdom, 49 percent in Europe at large, 35 percent in Japan, and
Acharya, Viral V. +3 more
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Systemic risk and the financial crisis of 2007 to 2009 In the fall and winter of 2008 to 2009, the worldwide economy and financial markets fell off a cliff. The stock market fell 42 percent in the United States and, on a dollar-adjusted basis, the market dropped 46 percent in the United Kingdom, 49 percent in Europe at large, 35 percent in Japan, and
Acharya, Viral V. +3 more
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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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Research on Coupling Risk of System of Systems
2010 Fifth IEEE International Symposium on Service Oriented System Engineering, 2010Coupling degree of Armament System of Systems is an important index to assess whole warfare capability of Armament System of Systems. The connotation of Armament System of Systems is researched in this paper, at the same time, coupling risk and the connection by building coupling risk model of Armament System of Systems is analyzed.
Peng Di +3 more
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Risk Analysis for Information Systems
Journal of Information Technology, 1992This paper presents an integrated approach to risk analysis for Information Systems (IS) using the Structured Risk Analysis (SRA) methodology developed at Hyperion. SRA has been used, very successfully, to perform risk analysis both for security-oriented risk analysis in the City and safety-oriented risk analysis for the European Space Agency.
David G. W. Birch, Neil A. McEvoy
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JAMA: The Journal of the American Medical Association, 1996
In 1976, the American College of Surgeons Committee on Trauma published "Optimal Resources for Care of the Seriously Injured." 1 These guidelines initially defined the optimal qualities of a trauma center, but quickly evolved into guidelines for a trauma system.
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In 1976, the American College of Surgeons Committee on Trauma published "Optimal Resources for Care of the Seriously Injured." 1 These guidelines initially defined the optimal qualities of a trauma center, but quickly evolved into guidelines for a trauma system.
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An Analysis of Obsolescence Risk in It Systems
Software Quality Journal, 1998The paper is concerned with technological and functional obsolescence in the context of common computing applications and from a user persective. Both forms of obsolescence are defined and the effects on software and hardware are discussed, together with the consequence for cost of ownership of IT systems.
Malcolm Bradley, Ray Dawson
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THE RISKS OF SYSTEMIC CORTICOSTEROID USE
Dermatologic Clinics, 1998Because of their potent antiinflammatory and immunosuppressive properties, systemic corticosteroids are used to modify a vast array of diseases. This class of drugs, however, has the potential to produce multiple adverse effects presenting the dermatologist with difficult decisions in the management of patients with potentially steroid responsive ...
R S, Lester, S R, Knowles, N H, Shear
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Systemic Risk in Interbanking Networks
SIAM Journal on Financial Mathematics, 2015Summary: We develop a mean field model of interbanking borrowing and lending activities. Each bank borrows from or lends to other counterparties at an idiosyncratic rate and is exposed to sudden shocks affecting the level of its monetary reserves. Using weak convergence analysis, we provide an explicit characterization of the measure-valued process ...
Lijun Bo, Agostino Capponi
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Models for risk management of systems of systems
International Journal of System of Systems Engineering, 2008This paper addresses the need for developing a body of prescriptive theory and methodology for modelling Systems of Systems (SoS). This will enable analysts to appropriately model and understand the SoS evolving behaviour due to the continued forced changes imposed on them.
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