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Expected shortfall
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91	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2002-11-18 11:51:25 Actuarial science Economics Finance Probability of default RiskMetrics Systematic risk Expected shortfall Credit risk Loss given default Financial risk Financial economics Mathematical finance
92	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-06-18 13:39:36 Financial economics Expected shortfall Loss given default Normal distribution RiskMetrics Statistics Economics Financial risk Mathematical finance Actuarial science
93	Energy for today. Caring for tomorrow. Developing a dynamic conditional multivariate copula methodology for the estimation of conditional value-at-risk. My experience as doctorate in collaboration with Enovos Add to Reading List Source URL: www.fnr.lu Language: English - Date: 2013-12-18 09:59:38 Mathematical finance Statistics Management Project management Risk management Copula Decet Value at risk Expected shortfall Actuarial science Financial risk Risk
94	Document de Recherche n° [removed] « A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies » Add to Reading List Source URL: 193.49.79.89 Language: English - Date: 2014-01-20 09:30:33 Economics Constant proportion portfolio insurance Rebalancing investments Expected shortfall Portfolio insurance Hedge fund Quantitative analyst Financial risk Investment strategy Financial economics Finance Investment
95	Measuring systemic risk in the European banking sector: A Copula CoVaR approach Emmanouil N. Karimalis∗ Nikos Nomikos† Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 10:59:13 Mathematical finance Covariance and correlation Econometrics Copula Correlation and dependence Vector autoregression Independence Beta Expected shortfall Statistics Statistical dependence Multivariate statistics
96	SPECTRAL RISK MEASURES FOR CREDIT PORTFOLIOS CLAUDIO ALBANESE AND STEPHAN LAWI A BSTRACT. In this article, we experiment with several different risk measures such as standard deviation, value-at-risk, expected shortfall Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Financial economics Actuarial science Economics Coherent risk measure Diversification Risk measure Spectral risk measure Expected shortfall Risk Financial risk Mathematical finance Statistics
97	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:57 Economics Mathematical sciences Mathematical finance Econometrics Time series analysis RiskMetrics Autoregressive conditional heteroskedasticity Value at risk Expected shortfall Financial risk Statistics Actuarial science
98	PDF Document Add to Reading List Source URL: www.exinfm.com Language: English - Date: 2009-09-14 20:07:50 Economics Mathematical sciences Mathematical finance Econometrics Time series analysis RiskMetrics Autoregressive conditional heteroskedasticity Value at risk Expected shortfall Financial risk Statistics Actuarial science
99	Implemented PortfolioSafeguard Safeguard aorda.com FA Implemented in in Portfolio Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:14 Mathematical finance Investment Finance Drawdown Modern portfolio theory Expected shortfall Mathematical optimization Portfolio optimization Multivariate random variable Financial economics Financial risk Economics
100	Wo r k i n g Pa p e r S e r i e S NO[removed]m ay 2013 How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-05-13 04:35:04 Late-2000s financial crisis European Central Bank Systemic risk Money Central bank Bankruptcy of Lehman Brothers Federal Reserve System Bank Economics Financial economics Financial risk

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