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...
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. ...
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...
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...
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...