<--- Back to Details
First PageDocument Content
Business / Management / Operational risk / Model risk / Financial risk modeling / Validation / Advanced measurement approach / Value at risk / Software development process / Actuarial science / Financial risk / Risk
Date: 2014-08-31 08:44:37
Business
Management
Operational risk
Model risk
Financial risk modeling
Validation
Advanced measurement approach
Value at risk
Software development process
Actuarial science
Financial risk
Risk

OP Risk Squared: Managing the Risk in Operational Risk Modeling

Add to Reading List

Source URL: www.ots.treas.gov

Download Document from Source Website

File Size: 41,08 KB

Share Document on Facebook

Similar Documents

Financial Risk Modeling Software & Services JANUARY 2013 Applicable to property/casualty, life/pension, health, and multi-sector insurers and reinsurers, Conning’s software and advisory services

DocID: 1rBxP - View Document

Expected utility / Financial risk / Economy / Probability / Game theory / Philosophy / Choice modelling / Actuarial science / Expected utility hypothesis / Utility / Risk / Hyperbolic absolute risk aversion

Web Appendix for “Reference-Dependent Consumption Plans” by Botond K˝oszegi and Matthew Rabin Appendix A: Modeling Rational Reference-Dependent Behavior Throughout the paper, we have used the PPE solution concept to

DocID: 1rosK - View Document

Economy / Actuarial science / Finance / Money / Insurance / Types of insurance / Reinsurance / Catastrophe bond / Offshore finance / Catastrophe modeling / Risk / Financial risk

News: Subduction Thrust Earthquake Shakes New Zealand, p. 282 Meeting: Climate Dynamics Over the Past Millennium, p. 283 Book Review: A Course in Atmospheric Thermodynamics, p. 284 VOLUME 90 NUMBERAUGUST 2009

DocID: 1rlXw - View Document

Economy / Finance / Money / Financial markets / Technical analysis / Mathematical finance / Backtesting / Mathematical modeling / Tests / Value at risk / Trading strategy / Quantitative analyst

Should You Build Your Own Backtester? Michael Halls-Moore QuantCon 2016 NYC

DocID: 1r2DS - View Document

Economy / Finance / Money / Actuarial science / Investment / Liability / Asset / Insurance / Asset allocation / Asset liability management / Financial risk / Valuation

FIRM® Portfolio Analyzer june 2015 Invest with Confidence. FIRM® Portfolio Analyzer provides unparalleled investment risk modeling capabilities with or without importing projected liability cash flows and reserves from

DocID: 1qHM8 - View Document