標題: Titlebook: Risk Management: The State of the Art; Stephen Figlewski,Richard M. Levich Book 2002 Springer Science+Business Media New York 2002 Credit [打印本頁] 作者: 面臨 時間: 2025-3-21 16:22
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作者: 使高興 時間: 2025-3-21 20:34
Book 2002ry to the problem of managing risk inan asset portfolio.The 1970s saw the advent of formal models forpricing options and other derivative contracts, whose primary purposewas also financial risk management and hedging.But events in the1990s made it clear that effective risk management is a criticalel作者: 商議 時間: 2025-3-22 02:48 作者: 性行為放縱者 時間: 2025-3-22 06:42
Industrial Risk Management with Weather Derivativeslustrate the role of weather derivatives in managing profit fluctuations. I also discuss the role of market makers in the weather derivatives market, and contrast this with the service provided by intermediaries in other, more conventional derivative markets.作者: rheumatism 時間: 2025-3-22 11:58 作者: 印第安人 時間: 2025-3-22 15:11 作者: 燈泡 時間: 2025-3-22 19:29
Measuring Credit Risk: The Credit Migration Approach Extended for Credit Derivativesn a similar fashion as for market risk. It is the distance from the mean of the percentile of the forward distribution, at the desired confidence level. (This definition of CVaR applies to all credit models, and is independent of the underlying theoretical framework.)作者: 無可爭辯 時間: 2025-3-22 21:43
Payment and Settlement Risks in International Financial Marketse system which the Federal Reserve operates, and the Clearing House Interbank Payments System (CHIPS), which is a private system operated by the New York Clearing House Association. Over three trillion dollars a day goes through those systems, so the amounts involved are quite significant.作者: 正論 時間: 2025-3-23 02:54 作者: invade 時間: 2025-3-23 05:37
Credit Risk Capital: More than One Way to Guard a Guaranteel standards set in the 1988 Basle Accord.. The consultative paper, “A New Capital Adequacy Framework,” proposes to reclassify bank credits among the Accord’s original 0, 20, 50 and 100 percent risk buckets using external credit ratings to replace the Organization for Economic Cooperation and Develop作者: 否認 時間: 2025-3-23 12:27 作者: Intruder 時間: 2025-3-23 17:24
Industrial Risk Management with Weather Derivativese that weather risk management problems are meaningful, in that the risk faced by the afflicted parties is compelling, and also to demonstrate that weather derivatives are an effective means of dealing with this risk. I present examples from fuels transport, agriculture, and power generation that il作者: 剛開始 時間: 2025-3-23 19:44
Designing and Pricing New Instruments for Insurance and Weather Risksion should also continue, especially with the Glass-Steagall repeal potentially encouraging insurance company buyouts. The resulting consolidation of large aggregate risk positions, such as Florida wind and California quake, may need to be “topped-off” and transferred to financial intermediaries oth作者: IVORY 時間: 2025-3-23 22:42
Measuring Credit Risk: The Credit Migration Approach Extended for Credit Derivativesproach”, as initially proposed by JP Morgan with CreditMetrics, is based on the analysis of credit migration, i.e., the probability of moving from one credit quality to another, including default, within a given time horizon (often arbitrarily taken to be one year). The first generation of credit mi作者: gain631 時間: 2025-3-24 03:11
The Y2K Enigmay days of computers when programmers used two digits to represent the full four-digit year, e.g., “72” rather than” 1972”. A few years ago it was realized that this abbreviation is ambiguous as we enter the new millennium. “00” for 2000 could also mean “00” for 1900. The two digit ‘years” code may c作者: Overdose 時間: 2025-3-24 10:07 作者: 遺傳學 時間: 2025-3-24 14:03
Risk, Regimes, and Overconfidence investors ignore the effect of interim losses, no matter how severe. Investors also measure risk as though returns come from a single regime, which may understate the likelihood and severity of interim losses.作者: indoctrinate 時間: 2025-3-24 16:24 作者: GUMP 時間: 2025-3-24 20:21 作者: 按等級 時間: 2025-3-25 00:44
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings93 (see .).. The 8% ratio has been criticized on at least three major grounds. First, it gives an equal risk-weighting to all corporate credits whether of high or low credit quality. Second, it fails to incorporate potential capital savings from credit (loan) portfolio diversification. The latter is作者: FLORA 時間: 2025-3-25 03:33 作者: Offset 時間: 2025-3-25 07:57 作者: hallow 時間: 2025-3-25 13:27
1387-6899 ility theory to the problem of managing risk inan asset portfolio.The 1970s saw the advent of formal models forpricing options and other derivative contracts, whose primary purposewas also financial risk management and hedging.But events in the1990s made it clear that effective risk management is a 作者: 使成波狀 時間: 2025-3-25 18:58
The Y2K Enigmaized that this abbreviation is ambiguous as we enter the new millennium. “00” for 2000 could also mean “00” for 1900. The two digit ‘years” code may cause many disruptions and severe miscalculations. For example, a bond maturing in 2001 may be registered as if it already expired in 1901.作者: Cantankerous 時間: 2025-3-25 23:28
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratingsr of high or low credit quality. Second, it fails to incorporate potential capital savings from credit (loan) portfolio diversification. The latter is a result of its simple additive nature. And third, it has led to extensive regulatory capital arbitrage which adds to the riskiness of bank asset portfolios.作者: neutral-posture 時間: 2025-3-26 01:19 作者: Malcontent 時間: 2025-3-26 05:11
https://doi.org/10.1007/978-1-4615-0791-8Credit Derivatives; Credit Risk; Financial Risk Management; Hedging; Risk Management; Risk Measurement; bu作者: EXPEL 時間: 2025-3-26 12:06
Qualitative & Quantitative Derivatives Risk ManagementFor a long time I worked in the area of equity derivatives, building models and systems for valuing the desk’s book. I want to take a backward look at the almost invisible problems you can run into in using the Black-Scholes model and its extensions to hedge a portfolio of options.作者: DEAWL 時間: 2025-3-26 13:22
Remarks on the Legal Risks of DerivativesGood morning. I’m pleased to be addressing the topic of risk management today and the ways in which I deal with risk management issues in my capacity as both Chief Legal Officer and Vice Chairman of Lehman Brothers, a global investment bank.作者: 吵鬧 時間: 2025-3-26 17:32 作者: tinnitus 時間: 2025-3-26 22:27
The Evolving Market for Catastrophic Event Risknificantly exposed to their own property damage; and because they are not exposed to others’ property damage, these entities are not rewarded with a financial gain if no cats occur. Households and corporations dislike this situation; they face a large potential down-side from cats that affect them yet receive no upside when no cats occur.作者: ARBOR 時間: 2025-3-27 03:25
Risk, Regimes, and Overconfidence investors ignore the effect of interim losses, no matter how severe. Investors also measure risk as though returns come from a single regime, which may understate the likelihood and severity of interim losses.作者: arterioles 時間: 2025-3-27 08:47
Does Contagion Exist?vu all over again”. During the Mexican and the Asian crises the markets behaved similarly. In general, these events have been called “contagion”. However, there does not seem to be an agreement on what exactly contagion means.作者: 用樹皮 時間: 2025-3-27 10:21
978-1-4613-5241-9Springer Science+Business Media New York 2002作者: Oratory 時間: 2025-3-27 14:14
Risk Management: The State of the Art978-1-4615-0791-8Series ISSN 1387-6899 作者: 壓艙物 時間: 2025-3-27 19:44 作者: SHOCK 時間: 2025-3-28 01:29
e, and excludes issues that are of marginal relevance for thBlood gas analysis has become the ‘‘. . . single most helpful laboratory test in managing respiratory and metabolic dis- ders. (It is). . . imperative to consider an ABG for virtually any symptom. . . , sign. . . , or scenario. . . that occ作者: faction 時間: 2025-3-28 05:31 作者: MENT 時間: 2025-3-28 08:17 作者: Commemorate 時間: 2025-3-28 12:14 作者: Mystic 時間: 2025-3-28 17:52 作者: 草率男 時間: 2025-3-28 22:23 作者: 滔滔不絕的人 時間: 2025-3-29 01:20
Richard Jefferis to consider an ABG for virtually any symptom. . . , sign. . . , or scenario. . . that occurs in a clinical 1 setting, whether it be the clinic, hospital, or ICU. ’’ For the uninitiated, the analysis of blood gas can be a daunting task. Hapless medical students, badly constrained for time, have stru作者: 先行 時間: 2025-3-29 06:52
Joseph B. Cole to consider an ABG for virtually any symptom. . . , sign. . . , or scenario. . . that occurs in a clinical 1 setting, whether it be the clinic, hospital, or ICU. ’’ For the uninitiated, the analysis of blood gas can be a daunting task. Hapless medical students, badly constrained for time, have stru作者: MIRTH 時間: 2025-3-29 08:20
Michel Crouhy,John Im,Greg Nudelmanresent, there is no single source for this information; nor is there information on the accuracy and sources of error expected with these technologies. It is for this reason that the present book was written. Divided into three parts: direct measurement, indirect (noninvasive) measurement, and histo作者: CERE 時間: 2025-3-29 14:18
Menachem Brenner,Michel Crouhy,Dan Galaiere is no single source for this information; nor is there information on the accuracy and sources of error expected with these technologies. It is for this reason that the present book was written. Divided into three parts: direct measurement, indirect (noninvasive) measurement, and history, the bo作者: seruting 時間: 2025-3-29 18:16
Mark Kritzman,Kenneth Lowry,Anne-Sophie Van Royenegrated framework for theory and research. The chapter begins with a description of the behavioral phenotype of disrupted interpersonal relationships in BPD, especially in the context of adolescence, which justifies a social-cognitive approach to BPD. Next, the ever-expanding empirical support for t作者: 預測 時間: 2025-3-29 23:42
Anthony C. Morris or confusing the normal mood shifts of adolescence with pathology. Now, a recent upsurge in relevant research into early-onset BPD is inspiring the field to move beyond this hesitance toward a developmentally nuanced understanding of the disorder..The .Handbook of Borderline Personality Disorder in作者: Heart-Rate 時間: 2025-3-30 02:31
Roberto Rigobon or confusing the normal mood shifts of adolescence with pathology. Now, a recent upsurge in relevant research into early-onset BPD is inspiring the field to move beyond this hesitance toward a developmentally nuanced understanding of the disorder..The .Handbook of Borderline Personality Disorder in作者: REP 時間: 2025-3-30 04:08 作者: GILD 時間: 2025-3-30 09:26
Bruce Brittainves of children and adolescents with BPD.Examines the vast r.Diagnosing Borderline Personality Disorder (BPD) in young people has long been a tough call for clinicians, either for fear of stigmatizing the child or confusing the normal mood shifts of adolescence with pathology. Now, a recent upsurge 作者: nascent 時間: 2025-3-30 14:48 作者: FLEET 時間: 2025-3-30 20:05
Leslie Rahl coordination seem to arise from the interactions of local neuronal networks, which themselves are connected?in large scales across the entire brain. The spatial architectures?between various scales inevitably influence the dynamics of the brain and thereby its function. But how can we integrate bra作者: FLACK 時間: 2025-3-30 23:30 作者: 不理會 時間: 2025-3-31 01:16
Thomas A. Russoruly matter. In the handling of those subjects rooted in clinical physiology (and therefore predic- bly difficult to understand), it makes perfect sense, in my opinion, to adopt an ‘a(chǎn)lgorithmic’ approach. A picture can say a thousand words; a well constructed algorithm can save at least a hundred—no作者: obviate 時間: 2025-3-31 07:04 作者: 單片眼鏡 時間: 2025-3-31 09:43
Joseph B. Coleruly matter. In the handling of those subjects rooted in clinical physiology (and therefore predic- bly difficult to understand), it makes perfect sense, in my opinion, to adopt an ‘a(chǎn)lgorithmic’ approach. A picture can say a thousand words; a well constructed algorithm can save at least a hundred—no作者: 合唱團 時間: 2025-3-31 17:10 作者: 離開可分裂 時間: 2025-3-31 21:32 作者: BIBLE 時間: 2025-3-31 22:30
Mark Kritzman,Kenneth Lowry,Anne-Sophie Van RoyenPD: emotion recognition, mentalizing (or theory of mind) and trust. After reviewing empirical evidence in support of the relation of these constructs to BPD features, a possible resolution is presented to understand and explain inconsistencies among findings by suggesting a recursive social-informat作者: FEMUR 時間: 2025-4-1 01:52 作者: 不近人情 時間: 2025-4-1 06:15 作者: ANT 時間: 2025-4-1 10:44 作者: capsaicin 時間: 2025-4-1 17:28
Darryll Hendricksng connected neural systems. The second part introduces the currently available non-invasive technologies for measuring structural and functional connectivity in the brain. Part three provides an overview of the analysis techniques currently available and highlights new developments. Part four intro
