Risques climatiques: la Banque de France plaide pour contraindre les entreprises à plus de transpare
top of page
Rechercher
Posts récents
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
00
Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk. Risk evaluation, which includes assessing potential risks and thei
00
"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
00
bottom of page