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Value at risk
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91	Express Yourself! Alastair Smith ~ I T.A.K.E. Unconference 2016  @alastairs ~ “You’ll never know less than you know right now” Add to Reading List Source URL: itakeunconf.com Language: English - Date: 2016-05-24 04:21:17 Animal-powered vehicles Horse driving Carriage Value at risk
92	Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities R W∗, L P† J Y‡ June 23, 2012 Abstrac Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2012-07-02 12:09:17 Mathematical analysis Mathematics Analysis Probability distributions Generalized functions Functional analysis Actuarial science Distribution Copula Support Normal distribution
93	Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 1998-09-15 22:26:20 Economy Economics Mathematical finance Money Volatility Price Nominal rigidity Law of one price Market Value at risk Arbitrage Standard deviation
94	Seasonally-Adjusted Value-at-Risk Matthew Dixon1,2, Leighton Dong2 R in Finance 2016, May 21st 1 Department of Finance, Illinois Ins4tute of Technology Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2016-05-23 14:42:02
95	Introduction Monetary Risk Measures New Trends Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-08-13 05:58:34 Actuarial science Financial risk Mathematical finance Risk Probability Operational risk Value at risk Expected shortfall Finance
96	Chief Executive EBF_017510 Brussels, 19 OctoberMr Andrea ENRIA Add to Reading List Source URL: www.ebf-fbe.eu Language: English - Date: 2015-10-19 11:26:34 Economy Finance Money Bank regulation Exposure at default Value at risk Economic model Internal ratings-based approach
97	Regulatory Arbitrage of Risk Measures Ruodu Wang∗ November 29, 2015 Abstract We introduce regulatory arbitrage of risk measures as one of the key considerations in choosing Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-04-24 04:00:21 Actuarial science Financial risk Mathematical finance Economy Finance Money Value at risk Risk measure Arbitrage Coherent risk measure Variance Expected shortfall
98	How superadditive can a risk measure be? Ruodu Wang⇤, Valeria Bignozzi† and Andreas Tsanakas‡ March 13, 2015§ Abstract In this paper, we study the extent to which any risk measure can lead to superadditive risk Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-04-12 08:10:33 Financial risk Mathematical finance Actuarial science Coherent risk measure Expected shortfall Risk measure Distortion risk measure Value at risk Spectral risk measure Entropic risk measure Risk Diversification
99	An Academic Response to Basel 3.5 Paul Embrechts1 , Giovanni Puccetti2 , Ludger Rüschendorf3 , Ruodu Wang4 , and Antonela Beleraj2 1 RiskLab and SFI, Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland 2 Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-11-11 05:40:36 Probability Statistics Mathematical analysis Actuarial science Financial risk Mathematical finance Probability distributions Expected shortfall Value at risk Risk Expected value Normal distribution
100	Risk Measures Recent Debates Robustness and Aggregation Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-09-06 17:07:12 Financial risk Mathematical finance Actuarial science Economy Finance Money Risk measure Value at risk Risk Expected shortfall Distortion risk measure Robustness

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