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Risk measure
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#	Item
251	Morningstar Corporate Credit Rating Investor Benefits 3 Offers a new measure of the credit qual- ity of companies on our coverage list. Add to Reading List Source URL: news.morningstar.com Language: English - Date: 2009-12-14 11:18:50 Credit Credit risk Liquidity risk Credit analysis Discounted cash flow Morningstar Inc. Credit rating Financial economics Finance Financial risk
252	SOME COMMENTS ON "FUNDAMENTAL REVIEW OF THE TRADING BOOK" PHILIPPE ARTZNER† , FREDDY DELBAEN‡ , AND KARL-THEODOR EISELE† With the document "Fundamental review of the trading book" the Basel Committee on Banking Sup Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-09-25 10:21:00 Financial economics Actuarial science Financial regulation Expected shortfall Coherent risk measure Basel II Value at risk Time consistency Dynamic risk measure Financial risk Mathematical finance Risk
253	Portfolio Solutions Performance Measurement How to measure success? Is implementation shortfall the best way? FTSE Global Markets Add to Reading List Source URL: www.ftseglobalmarkets.com Language: English - Date: 2012-10-17 11:06:11 Investment Mathematical finance Financial risk Financial markets Stock market Volume-weighted average price Implementation shortfall Transition Management Stock trader Financial economics Finance Economics
254	1 VALUE AT RISK (VAR) What is the most I can lose on this investment? This is a question that almost every investor who has invested or is considering investing in a risky asset asks at some point in time. Value at Risk Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2007-04-18 12:33:39 Actuarial science Mathematical finance Economics RiskMetrics Modern portfolio theory Value at risk Variance Risk measure Standard deviation Financial risk Financial economics Statistics
255	Swiss Insurance Club Chancen- und RisikoManagement im Versicherungsunternehmen 1 Add to Reading List Source URL: www.pwc.ch Language: English - Date: 2013-09-16 01:48:10 Business Ethics Auditing Mathematical finance PricewaterhouseCoopers Enterprise risk management Z-transform Risk measure Actuarial science Risk Financial risk
256	How to Evaluate a Risk Model Axioma Research, September 26, 2008 © Copyright, Axioma, Inc[removed]All rights reserved Quantitative Measure Risk model providers often commonly report the average Add to Reading List Source URL: axioma.com Language: English Economics Actuarial science Financial markets Investment Mathematical finance Diversification Beta Risk Model risk Financial economics Financial risk Finance
257	VaRworksPlus Value at Risk, Profit at Risk and Potential Future Exposure for experienced risk managers. Risk Managers worldwide are facing growing demands from investors, regulators, and counterparts to measure, manage Add to Reading List Source URL: www.fea.com Language: English - Date: 2014-03-21 12:25:47 Financial risk Economics Mathematical finance Risk management Security RiskMetrics MSCI Value at risk Potential future exposure Actuarial science Business Financial economics
258	Sensitivity analysis of utility based prices and risk-tolerance wealth processes Dmitry Kramkov, Carnegie Mellon University Based on a paper with Mihai Sirbu from Columbia University http://www.math.cmu.edu/ kramkov/publ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2005-10-04 15:14:59 Mathematics Applied mathematics Mathematical finance Probability theory Risk-neutral measure
259	1 Pricing Catastrophe Put Option and Related Issues X. Sheldon Lin Department of Statistics University of Toronto Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2008-11-24 16:38:20 Mathematical finance Probability theory Statistics Stochastic processes Normal distribution Put option Strike price Ruin theory Risk-neutral measure Options Financial economics Finance
260	FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-01-21 14:52:23 Probability theory Martingale Semimartingale Risk-neutral measure Local martingale Brownian motion Stopping time Wiener process Quadratic variation Statistics Stochastic processes Martingale theory

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