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FC
2005
Springer
143views Cryptology» more  FC 2005»
14 years 2 months ago
Risk Assurance for Hedge Funds Using Zero Knowledge Proofs
Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
Michael Szydlo
JORS
2010
134views more  JORS 2010»
13 years 3 months ago
An overview and framework for PD backtesting and benchmarking
In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
G. Castermans, David Martens, Tony Van Gestel, B. ...
RE
2009
Springer
14 years 1 months ago
Improving the Exchange of Requirements and Specifications between Business Partners
Increasingly complex supplier-relationships dominate product development, independent of industries and products. Mostly the primary source of risks and later problems is insuffic...
Manuel Reis Monteiro, Christof Ebert, Matthias Rec...
IH
1998
Springer
14 years 28 days ago
The Steganographic File System
Abstract. Users of some systems are at risk of being compelled to disclose their keys or other private data, and this risk could be mitigated if access control mechanisms supported...
Ross J. Anderson, Roger M. Needham, Adi Shamir
ISIPTA
2005
IEEE
165views Mathematics» more  ISIPTA 2005»
14 years 2 months ago
Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...