Is Assurance on Risk Management Systems Relevant for Bankers’ Decisions?
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Voir tout"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and ΔCoVaR, and apply it for thirty global systemically important b
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Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk. Risk evaluation, which includes assessing potential risks and thei
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"This paper considers some univariate and multivariate #operationalrisk#models , in which the #loss severities are modeled by some weakly tail dependent and heavy-tailed positive random variables, and
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