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Value at risk
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#	Item
751	Looking at the tail: price-based measures of systemic importance Chen Zhou – DNB Nikola Tarashev – BIS Systemic Risk Centre, 28 Nov 2013 Add to Reading List Source URL: www.systemicrisk.ac.uk Language: English - Date: 2013-12-02 08:00:26 Financial regulation Actuarial science Basel II Loss given default Systemic Probability of default Value at risk Risk Financial risk Financial economics Economics
752	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
753	Risk Management Beyond VaR David M. Rowe President David M. Rowe Risk Advisory Federal Reserve Bank of Atlanta 2013 Financial Markets Conference Add to Reading List Source URL: www.dmrra.com Language: English - Date: 2013-06-14 12:36:15 Finance Financial risk Mortgage-backed security Funds Structured finance Collateralized debt obligation Value at risk Risk Credit rating agency Financial economics Economics Actuarial science
754	BACKGROUND INFORMATION REGARDING THE 2004 LDCE In 2001 and 2002, the Basel Committee on Banking Supervision performed surveys of banks’ operational risk data. In a repeat of these exercises, the U.S. federal bank and t Add to Reading List Source URL: www.ffiec.gov Language: English - Date: 2004-10-28 14:58:19 Actuarial science Financial risk Mathematical finance Value at risk Operational risk Risk assessment Worksheet Microsoft Excel Insurance Risk Probability Financial economics
755	Do Market Risk Management Techniques Amplify Systemic Risks? -- IMF Global Financial Stability Report, Chapter 2. September 2007. Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-10-12 14:07:58 Actuarial science Economics Finance RiskMetrics Value at risk Financial risk modeling Liquidity risk Market risk Historical simulation Financial risk Financial economics Mathematical finance
756	IPCC Special Report on Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation FACT SHEET Background Add to Reading List Source URL: www.ipcc.ch Language: English - Date: 2011-11-18 07:48:34 Management Global warming Adaptation to global warming Risk Intergovernmental Panel on Climate Change Disaster Value at risk Effects of global warming Climate change industry and society Climate change Actuarial science Environment
757	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial C Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-03-27 15:21:21 Economics Applied mathematics Statistics Value at risk Autoregressive conditional heteroskedasticity Volatility Vars Volt-ampere reactive Historical simulation Mathematical finance Financial risk Actuarial science
758	MSC-MEPC.2/Circ.5 ANNEX Page 2 MSC-MEPC.2/Circ.5 ANNEX Add to Reading List Source URL: www.imo.org Language: English - Date: 2012-03-26 10:51:45 Ethics Management Safety engineering Financial risk ALARP Life Quality Index Occupational safety and health Value at risk Risk Actuarial science Risk management
759	Microsoft Word - Summary GFSR Chapter[removed]_English_.DOC Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-09-21 17:06:39 Finance Economics Mathematical finance Market risk Volatility Risk Hedge fund Hedge Value at risk Financial economics Financial risk Actuarial science
760	14 December 2006 Feedback to the consultation on “Technical aspects of stress testing under the supervisory review process – CP 12” 1. CEBS published its consultation paper on S Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2008-06-24 20:00:00 Stress test Financial risk Science Business Scenario analysis Stress Value at risk Evaluation Software testing Stress testing Tests

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