標(biāo)題: Titlebook: Managing Uncertainty, Mitigating Risk; Tackling the Unknown Nick B. Firoozye,Fauziah Ariff Book 2016 The Editor(s) (if applicable) and The [打印本頁(yè)] 作者: Grant 時(shí)間: 2025-3-21 18:39
書(shū)目名稱Managing Uncertainty, Mitigating Risk影響因子(影響力)
作者: 無(wú)聊的人 時(shí)間: 2025-3-21 20:57
https://doi.org/10.1057/9781137334541financial risk management; Risk Assessment; Risk Management; Mitigation; Decision making作者: 小畫(huà)像 時(shí)間: 2025-3-22 01:33
The Editor(s) (if applicable) and The Author(s) 2016作者: DEMUR 時(shí)間: 2025-3-22 06:43 作者: fleeting 時(shí)間: 2025-3-22 10:02
e, but incorporating uncertainty. The author shows that by using broad quantification techniques, and using reason as the guiding principle, practitioners can see a more holistic and complete picture. ? ? ?978-1-137-33454-1作者: CURL 時(shí)間: 2025-3-22 15:21
http://image.papertrans.cn/m/image/623228.jpg作者: 謙卑 時(shí)間: 2025-3-22 19:09
Classification of Unknowns and Risk Scenariosf deep and possibly quantitative analytical treatment, while others will be far from accessible. We then must introduce knowledge, its hierarchies and the use of a wide swathe of knowledge to reduce the unknown.作者: Implicit 時(shí)間: 2025-3-23 00:32
Framework for Addressing Uncertaintyverreliance on historical data which in and of itself could not make for a reliable picture of the future. Banks and regulators continued to focus almost exclusively on the narrow but easily quantifiable category of risk.作者: ABYSS 時(shí)間: 2025-3-23 03:38
Methodology and Applications of UVaRired for implementing this approach in some detail in Chapter 9 and we will elaborate further on the methodology in this chapter, taking a step-by-step approach, much as we attempted a function-by-function approach in Chapter 9.作者: amputation 時(shí)間: 2025-3-23 05:32 作者: 采納 時(shí)間: 2025-3-23 11:52 作者: collagen 時(shí)間: 2025-3-23 14:32 作者: Deject 時(shí)間: 2025-3-23 19:14 作者: 否決 時(shí)間: 2025-3-23 22:33 作者: multiply 時(shí)間: 2025-3-24 06:13
Building on Probability: Uncertainty and UVaRate management. As we saw in Chapter 4, probability is the basic building block for a broad range of applications and governs the unknown in any repeatable outcome. Moreover, it works well for a broad range of cases where outcomes are not repeatable, but estimates can be refined.作者: 陳腐思想 時(shí)間: 2025-3-24 07:26
Managing Uncertainty: A Modern Necessityeetings both have impacts on markets and on the risk of a portfolio. While it is not absolutely clear when the unknown can be probabilised and when it cannot, it should be clear that focusing on probability alone limits risk practitioners and prevents them from addressing important, possibly adverse events which firms could face.作者: 廢墟 時(shí)間: 2025-3-24 14:37
Final Thoughtsve entered a new post-crisis regulatory age in which banks have to evolve not only to meet regulatory mandates but also to be resilient enough to withstand the uncertainty that regulators themselves introduce.作者: JUST 時(shí)間: 2025-3-24 17:32 作者: EXALT 時(shí)間: 2025-3-24 21:25
The Backdropbeing acknowledged by many of the leading mathematicians over the years from Bernoulli to Kolmogorov and the founders of all the major schools of economics including Keynes, Hayek and Friedman. In today’s financial risk management, risk is the primary and for the most part only consideration, and pr作者: 藝術(shù) 時(shí)間: 2025-3-24 23:41
Managing Uncertainty: A Modern Necessitynot easy to put into modelling frameworks. A significant number of financial outcomes are dictated by uncertainty, rather than probability. Elections are often modelled using probability, while board meetings are fraught with uncertainty. Consequently, it is more straightforward to forecast an elect作者: Jargon 時(shí)間: 2025-3-25 07:03
Probability: The Building Blocksmes of chance,. and statistics, with its roots in the analysis of government census data,. have both been applied in modern finance with great success. Meanwhile, they have developed independently as fields, and the many applications of both these fields to modern finance have grown over time.作者: Geyser 時(shí)間: 2025-3-25 10:50
Probability Appliedof the concept of risk in modern finance in Chapter 2. Here we will touch on many of the major modelling-based developments in modern risk and finance and their statistical underpinnings. We present a broad overview of probabilistic methods in use in banking and finance today and how probabilistic t作者: Infirm 時(shí)間: 2025-3-25 12:10
Classification of Unknowns and Risk Scenariosh are generally well known, the need to broaden the discussion to include a wider range of the unknown requires a significant departure from previously used methods. In particular, we need to define and characterise types of the unknown, given that some unknowns are merely random, some are capable o作者: palpitate 時(shí)間: 2025-3-25 19:15
Knowledge and Information: An Unrestricted Viewhow risks are managed in banking and finance. We showed that qualitative inputs such as expertise and insight are consistently disregarded, thus making it difficult to acknowledge and assess the possibility of one-off or rare events, for which there is, by nature, little data, in order to manage unc作者: biosphere 時(shí)間: 2025-3-25 20:33 作者: Bouquet 時(shí)間: 2025-3-26 00:44 作者: Banquet 時(shí)間: 2025-3-26 07:23
Methodology and Applications of UVaRdealing with wider senses of the unknown — structural models which allow us to examine deeply each risk scenario. In effect we model their drivers and their consequences. Together, this should allow us to take on uncertainty and reduce its impact. We outlined the operational roles and functions requ作者: 隱藏 時(shí)間: 2025-3-26 11:52 作者: 戰(zhàn)役 時(shí)間: 2025-3-26 13:58
Final Thoughtsrisk managers grow. Risk management has tackled a great many areas of risk, but systemic risk and one-offs are a new chapter and require new methods for risk managers to assess and mitigate. While uncertainty was always an element in financial markets, after the crisis, its effects have become more 作者: 精密 時(shí)間: 2025-3-26 19:45
on analytical calculations. More recently numerical simulations have been extensively used. for instance for large displacement analysis. for shape optimization or even -in linear analysis -for composite material understanding. But all these works lie on a choice of a finite element scheme which co作者: SOB 時(shí)間: 2025-3-26 23:09
Nick B. Firoozye,Fauziah Ariffbeen based on analytical calculations. More recently numerical simulations have been extensively used. for instance for large displacement analysis. for shape optimization or even -in linear analysis -for composite material understanding. But all these works lie on a choice of a finite element schem作者: gusher 時(shí)間: 2025-3-27 02:30 作者: hankering 時(shí)間: 2025-3-27 06:49 作者: 反復(fù)拉緊 時(shí)間: 2025-3-27 10:26 作者: Epidural-Space 時(shí)間: 2025-3-27 13:42 作者: chemoprevention 時(shí)間: 2025-3-27 21:15
Nick B. Firoozye,Fauziah Ariffue to the reduction of sediment supply by the local rivers. In addition to larger fluvial systems, the role of small rivers has been recognized as important in contributing to both beach stability and changes. Bedload measurements were carried out by previous authors in 2005–2006 but, in order to wi作者: evaculate 時(shí)間: 2025-3-28 00:10
Nick B. Firoozye,Fauziah Ariffkly measurements made at Mauna Loa, Hawaii, and Lampedusa, Italy, for a period (1992–2014) longer than the 11-year solar cycle. After the time series was detrended, the Generalised Lomb-Scargle periodogram was computed for frequency domain analysis. All frequencies corresponding to values in the spe作者: chassis 時(shí)間: 2025-3-28 04:06 作者: 熱情贊揚(yáng) 時(shí)間: 2025-3-28 07:53 作者: esthetician 時(shí)間: 2025-3-28 12:52 作者: 思想上升 時(shí)間: 2025-3-28 16:20 作者: 馬賽克 時(shí)間: 2025-3-28 20:24
Nick B. Firoozye,Fauziah Ariffeatures that are overlooked by classical elasticity and that reflect measurements. Based on these models, we study the dispersion of elastic waves propagating in periodic beam networks, considering the pantographic structures, the re-entrant hexagonal lattice, the diamond chiral lattice, plain weave作者: 機(jī)密 時(shí)間: 2025-3-29 01:38 作者: JEER 時(shí)間: 2025-3-29 04:21
Nick B. Firoozye,Fauziah Ariffain about 83% of the variability, compared to about 62% at Lampedusa. Remarkably, a different Hurst exponent was found, with a value corresponding to pink noise for Mauna Loa, and a smaller value (about 0.80) for Lampedusa. This is attributed to the different characteristics of the two stations.作者: 和平主義者 時(shí)間: 2025-3-29 08:27
