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11	MSCI RISKMETRICS® RISKMANAGER A MULTI-ASSET CLASS, SCALABLE SaaS FRAMEWORK FOR ENTERPRISE-WIDE RISK MANAGEMENT RiskMetrics RiskManager provides clients with risk information across a broad range of instruments includi Add to Reading List Source URL: www.msci.com Language: English - Date: 2015-04-20 11:13:14
12	Appendices A. Simulating Fat Tailed Distributions Suppose one wants to simulate a random variable of zero mean and unit variance, but with a given degree of tail fatness (fourth moment). Sticking to the more-or-less \bel Add to Reading List Source URL: www.mit.edu Language: English - Date: 2003-05-07 11:47:19 Kurtosis RiskMetrics Normal distribution Poisson distribution Standard deviation Probability distribution Variance Variance gamma process Cauchy distribution Statistics Data analysis Summary statistics
13	CVaR and credit risk measurement Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 21:50:21 Mathematical finance Economics Finance RiskMetrics Modern portfolio theory Credit risk Expected shortfall Risk Merton Model Financial risk Actuarial science Financial economics
14	Information Security: What the Market Wants and Why Dan Geer + Add to Reading List Source URL: www.ists.dartmouth.edu Language: English - Date: 2008-06-16 16:41:04 Economics Security Mathematical finance Project management Risk Modern portfolio theory Information security Basel II RiskMetrics Financial economics Actuarial science Financial risk
15	It Pays to Violate: Model Choice and Critical Value Assumption for Forecasting Value-at-Risk Thresholds Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:54:45 Mathematical sciences Statistics Financial regulation Autoregressive conditional heteroskedasticity Econometrics Time series analysis RiskMetrics Time series Volatility Mathematical finance Actuarial science Financial risk
16	c a p i ta l m a r k e t s Those who paid attention saw many warning signs, from escalating Add to Reading List Source URL: www.melbournecentre.com.au Language: English - Date: 2009-03-24 00:48:44 Business Applied mathematics RiskMetrics Value at risk Enterprise risk management Operational risk Basel II Actuarial science Financial risk Risk
17	Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 23:46:36 Finance RiskMetrics Bank Tier 1 capital Investment Late-2000s financial crisis Value at risk Central bank Financial crisis Financial risk Economics Financial economics
18	Value at Risk Estimation using Extreme Value Theory Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 23:48:05 Mathematical finance Econometrics Autoregressive conditional heteroskedasticity Time series analysis Extreme value theory Generalized extreme value distribution RiskMetrics Financial risk modeling Expected shortfall Statistics Actuarial science Financial risk
19	Proceedings of the 2005 International Conference on Simulation and Modelling V. Kachitvichyanakul, U. Purintrapiban, and P. Uthayopas, eds. MODELLING AND FORECASTING DYNAMIC VAR THRESHOLDS FOR RISK MANAGEMENT AND REGULAT Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:01:18 Financial risk Economics Mathematical sciences Econometrics Autoregressive conditional heteroskedasticity Time series analysis RiskMetrics Stochastic volatility Value at risk Statistics Mathematical finance Actuarial science
20	PDF Document Add to Reading List Source URL: www.sapient.com Language: English - Date: 2013-01-07 02:30:11 Business Risk Value at risk Investment Monte Carlo method Valuation RiskMetrics Actuarial science Financial risk Applied mathematics

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