Uncertainty in Systemic Risks Rankings: Bayesian and Frequentist Analysis
"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and...
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Rechercher
- 23 mars
Operational Risk: A Global Examination Based on Bibliometric Analysis
Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk....
- 23 mars
Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses
"This paper considers some univariate and multivariate #operationalrisk#models , in which the #loss severities are modeled by some weakly...
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