Results 21 to 30 of about 44,402,255 (305)

Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]

, 2008
We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES). The alternative estimators differ in the way the specify and estimate the conditional mean
Ruiz Ortega, Esther, Nieto, María Rosa, Ruiz, Esther   +2 more
core   +1 more source

STOCK MARKET FLUCTUATIONS SIMULATION WITHIN LOWLY VOLATILE AND HIGHLY VOLATILE PERIODS

Advanced Engineering Research, 2013
The simulation of stock price fluctuations is analyzed. The statistical criteria application allows drawing the conclusion on the investigated models’ validity. Alongside with well-known Kolmogorov-Smirnov and Anderson-Darling criteria, comparatively new
Kirill Valeryevich Kirillov
doaj   +1 more source

Extreme tails behavior in Asian currency markets

Business Review, 2021
This study examines extreme tail behavior in Asian currency markets for the period of 2005-2018. Value-at-Risk (VaR) is estimated through Extreme Value Theory (EVT) approach to forecast losses incurred in a day in Asian currencies. Initially EVT approach
Sumaira Zia , Arshad Hassan , Ayesha Zia   +2 more
doaj   +1 more source

VaR Methodology Application for Banking Currency Portfolios [PDF]

Theoretical and Applied Economics, 2007
VaR has become the standard measure that financial analysts use to quantify market risk. VaR measures can have many applications, such as in risk management, to evaluate the performance of risk takers and for regulatory requirements, and hence it is very
Daniel Armeanu, Florentina-Olivia Balu
doaj   +1 more source

ANALYSIS OF THE MOST COMMON CALCULATION METHODS “VALUE AT RISK, VAR”

Фінансово-кредитна діяльність: проблеми теорії та практики, 2022
The Regulation of the National Bank of Ukraine on Risk Management in Ukrainian Banks stipulates that this Regulation obliges banks to use the VaR methodology to assess market risk.
Олена Pavliuk, Tetiana Melnyk
doaj   +1 more source

European Standard Clinical Practice Guideline and EXPeRT Recommendations for the Diagnosis and Management of Gastroenteropancreatic Neuroendocrine Neoplasms in Children and Adolescents

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen, Calogero Virgone, Antje Redlich, Michael Abele, Ricardo Lopez‐Almaraz, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Maja Mazic Cesen, Andrea Ferrari, Malgorzata A. Krawczyk, Yves Reguerre, Dominik T. Schneider, Ines B. Brecht, Charlotte Rigaud, Bilgehan Yalcin, Rainer Claus, Christian Vokuhl, Constantin Lapa, Jörg Fuchs, Segolene Hescot, Thomas Walter, Julien Hadoux, Daniel Orbach   +23 more
wiley   +1 more source

Solid Pseudopapillary Neoplasm of the Pancreas in Children and Adolescents: Expert Recommendations

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Solid pseudopapillary neoplasm of the pancreas (SPN) is a rare low‐grade malignant exocrine pancreatic tumor, mostly discovered during the second decade of life in females, with a very good prognosis, provided microscopically complete surgical excision is achieved.
Sabine Irtan, Michael Abele, Calogero Virgone, Michaela Kuhlen, Ricardo Lopez‐Almarez, Tal Ben‐Ami, Ewa Bien, Maja Cesen, Malgorzata A. Krawczyk, Andrea Ferrari, Gianni Bisogno, Yves Reguerre, Dominik T. Schneider, Louise Galmiche, Jorg Fuchs, Sarah Braungart, Bilgehan Yalcin, Ines B. Brecht, Daniel Orbach   +18 more
wiley   +1 more source

Ovarian Sex Cord Stromal Tumors in Children and Adolescents—The European Standard Clinical Practice Recommendations

Pediatric Blood &Cancer, EarlyView.
ABSTRACT As part of the European Cooperative Study Group for Paediatric Rare Tumours initiative, we developed standard clinical practice guidelines for ovarian sex cord stromal tumors, based on comprehensive national and international cohort analyses, literature review, and a final expert consensus conference.
Dominik T. Schneider, Kris‐Ann Schultz, Nora Schnitzler, Michael Abele, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Ines B. Brecht, Maja Cesen, Andrea Ferrari, Michaela Kuhlen, Malgorzata A. Krawczyk, Ricardo Lopez‐Almaraz, Yves Reguerre, Calogero Virgone, Daniel Orbach   +15 more
wiley   +1 more source

Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models

Frontiers in Applied Mathematics and Statistics, 2020
In this paper three information criteria are employed to assess the truncated operational risk models. The performances of the three information criteria on distinguishing the models are compared.
Daoping Yu
doaj   +1 more source

Evidence‐Informed Multidisciplinary Consensus Guidance for the Psychosocial Care of Adolescents With High‐Risk Cancer: Recommendations From the Italian Association of Pediatric Hematology and Oncology

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Adolescents with high‐risk cancer face complex developmental, psychosocial, and ethical challenges that extend beyond disease‐directed treatment. Although international recommendations exist for communication, psychosocial care, pediatric palliative care, survivorship, and shared decision‐making, these have largely evolved within ...
Johanna M. C. Blom, Dorella Scarponi, Giulia Zucchetti, Teresa Perillo, Maria Montanaro, Elisa Marconi, Chiara Rutigliano, Paolo Colavero, Paola Quarello, Marina Bertolotti, Monica Cellini, Carlo Clerici, Maurizio Mascarin, Francesca Bomben, Andrea Ferrari, the expert workgroup   +15 more
wiley   +1 more source