341 search results - page 4 / 69 » Maturity-independent risk measures |
KES
2007
Springer
14 years 2 months ago
2007
Springer
According to widely accepted guidelines for self-regulation, the capital requirements of a bank should relate to the level of risk with respect to three different categories. Amon...
ANOR
2010
13 years 8 months ago
2010
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
ANOR
2010
13 years 6 months ago
2010
We derive representations of higher order dual measures of risk in Lp spaces as suprema of integrals of Average Values at Risk with respect to probability measures on (0, 1] (Kusu...
CORR
2006
Springer
13 years 8 months ago
2006
Springer
This paper describes a method for risk analysis based on the approach used in CRAMM, but instead of using discrete measures for threats and vulnerabilities and lookup tables to de...
HICSS
2009
IEEE
14 years 3 months ago
2009
IEEE
—As companies are increasingly exposed to a variety of information security threats, they are permanently forced to pay attention to security issues. Risk management provides an ...