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MLA Deposits
Loan Commitment Analytics
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Loans
,
Fixed-income securities
,
Contingent valuation
Item Type:
Report
Tag(s):
load commitment
,
credit risk
,
value at risk
Search term matches:
Tag
... credit
risk
...
Full Text
... have to be positive to make business sense. The
Risk
Metrics Group has come up with three such characteristics ...
Credit VaR Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Credit ratings
,
Risk management
Item Type:
Presentation
Tag(s):
credit risk
,
value at risk
,
VaR
Search term matches:
Subject
...
Risk
management ...
Tag
... credit
risk
...
Full Text
... Credit VaR Model. 1. Introduction Credit value at
risk
(VaR) is used for measuring ...
Assessment of the Enterprise Risk Management (ERM) in the Nigerian Banking Industry
Author(s):
Dr. Akaninyene Orok
(see profile)
,
Chris Udoka
Date:
2017
Group(s):
Asian Business Review
,
Business Management
,
Literature and Economics
Subject(s):
Corporate governance
,
Risk management
Item Type:
Article
Tag(s):
Enterprise risk management
,
Government policy
Search term matches:
Title
... Assessment of the Enterprise
Risk
Management (ERM) in the Nigerian Banking Industry ...
Subject
...
Risk
management ...
Tag
... enterprise
risk
management ...
Full Text
... .501.2017.42.68.74 68 Assessment of the Enterprise
Risk
Management (ERM ...
Diffusion size and structural virality: The effects of message and network features on spreading health information on twitter
Author(s):
Jingbo Meng
(see profile)
,
Wei Peng
Date:
2021
Group(s):
MSU Health and Risk Communication Center Message Vault
Item Type:
Article
Tag(s):
CDC
,
Twitter
,
health risk messages
,
diffusion
,
social network
Search term matches:
Tag
... health
risk
messages ...
Full Text
... whenever they're outdoors & lower their #SkinCancer
risk
. Tips: http://t.co/Ku5UOHqo5W 7/30/15 15 ...
Conflict of Interest Mitigation Procedures May Have Little Influence on the Perceived Procedural Fairness of Risk-Related Research
Author(s):
John Besley
(see profile)
,
Kevin Elliot
,
Norbert Kaminski
,
Joseph Martin
,
Aaron McCright
,
Nagwan Zahry
Date:
2021
Group(s):
MSU Health and Risk Communication Center Message Vault
Subject(s):
Communication
,
Risk--Sociological aspects
Item Type:
Article
Tag(s):
conflict of interest
,
fairness
,
risk communication
,
science communication
,
trust
,
Sociology of risk
Search term matches:
Title
... Fairness of
Risk
-Related Research ...
Subject
...
Risk
--Sociological aspects ...
Tag
...
risk
communication ...
Theorizing Roles for Online News Media in Representation of Risks: The Case of Malaysia
Author(s):
SHARAFA DAUDA NIK NORMA NIK HASAN
Editor(s):
Jyotirmaya Patnaik
(see profile)
Date:
2016
Group(s):
Communication Studies
,
Cultural Studies
,
Digital Humanists
,
Feminist Humanities
,
Information Ecosystems
Subject(s):
Social media
,
Digital media
,
Journalism
,
Communication
,
Risk--Sociological aspects
,
Technology
Item Type:
Article
Tag(s):
News media
,
amplification
,
attenuation
,
hazards
,
New media
,
Sociology of risk
Search term matches:
Title
... Theorizing Roles for Online News Media in Representation of
Risks
: The Case of Malaysia ...
Subject
...
Risk
--Sociological aspects ...
Tag
... sociology of
risk
...
Full Text
... /48547 Theorizing Roles for Online News Media in Representation of
Risks
: The Case of Malaysia SHARAFA DAUDA & NIK ...
We Saw the Smoking Gun: Conflict, Audience Participation and Digital Journalism
Author(s):
JACOBO CORDOBA JAQUEZ
Translator(s):
Jyotirmaya Patnaik
(see profile)
Date:
2018
Group(s):
Communication Studies
,
Cultural Studies
,
Digital Humanists
,
Film Studies
,
Television Studies
Subject(s):
Violence
,
Digital media
,
Journalism
Item Type:
Article
Tag(s):
Risk
,
uncertainty
,
online newspaper
,
digital journalism
,
Technical communication journal writing
,
Conflict
Search term matches:
Tag
...
risk
...
Full Text
... is trough sociology of
risk
and uncertainty as well as the anthropology of violence and war. To fully ...
Monte Carlo Value At Risk Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk
,
VaR
,
Monte Carlo VaR
,
market risk
,
financial market
Search term matches:
Title
... Monte Carlo Value At
Risk
Introduction ...
Tag
... value at
risk
...
Full Text
... R Value at
Risk
(VaR) Definition ◆ The maximum likely loss on a portfolio for a given probability ...
Risk Sensitivity Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Risk sensitivity
,
Greeks
,
Delta
,
Gamma
,
Vega
,
Theta
Search term matches:
Title
...
Risk
Sensitivity Introduction ...
Tag
...
risk
sensitivity ...
Full Text
... are also called Greeks, such as Delta, Gamma, Vega and Theta. ◆ Financial sensitivities are
risk
measures ...
Parametric VaR Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk
,
VaR
,
parametric VaR
,
market risk
,
financial market
,
trading risk
,
risk analytics
Search term matches:
Tag
... value at
risk
...
Full Text
... R Value at
Risk
(VaR) Definition ◆ The maximum likely loss on a portfolio for a given probability ...
Market Risk Economic Capital
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Economic capital
,
market risk
,
VaR
,
unexpected loss
,
time horizon scaling
,
confidence level scaling
Search term matches:
Title
... Market
Risk
Economic Capital ...
Tag
... market
risk
...
Full Text
... Market
Risk
Economic Capital Market
Risk
EC Summary ◆ Background ◆ Economic Capital (EC ...
Incremental Risk Charge (IRC) Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Incremental risk charge
,
IRC
,
default risk
,
credit migration risk
,
constant level of risk
,
liquidity horizon
Search term matches:
Title
... Incremental
Risk
Charge (IRC) Introduction ...
Tag
... incremental
risk
charge ...
Full Text
... Incremental
Risk
Charge (IRC) IRC Summary ◆ Market
Risk
Types ◆ IRC Definition ◆ IRC Scope ...
Historical VaR
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
value at risk
,
VAR
,
historical VaR
Search term matches:
Tag
... value at
risk
...
Full Text
... R Scaling ◆ VaR Backtest http://www.finpricing.com/lib/HistoricalVaR.pptx Historical VaR Value at
Risk
...
FRTB Standardized Approach
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Fundamental Review of the Trading Book
,
FRTB
,
standardized approach
,
internal model approach
,
Sensitivity-based risk charge
,
Default risk charge
Search term matches:
Tag
... sensitivity-based
risk
charge ...
Full Text
... Features ◆ FRTB Approaches ◆ FRTB Standardised Approach (SA) ◆ FRTB SA: Sensitivity Based
Risk
Charge ...
Funding Valuation Adjustment
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
funding valuation adjustment
,
FVA
,
credit risk
,
credit exposure approach
,
least square Monte Carlo approach
,
funding cost
Search term matches:
Tag
... credit
risk
...
Full Text
... Agreement ◆ CSA Agreement ◆
Risk
Neutral Simulation ◆ Credit Exposure Approach Implementation ◆ Least Square ...
Credit Valuation Adjustment (CVA) Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Credit value adjustment
,
CVA
,
credit risk
,
valuation
,
risk management
Search term matches:
Tag
... credit
risk
...
Full Text
... R Value at
Risk
(VaR) Definition ◆ The maximum likely loss on a portfolio for a given probability ...
Collateral Management
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Collateral
,
credit risk
,
counterparty credit risk
,
valuation
Search term matches:
Tag
... credit
risk
...
Full Text
... Collateral Management and Counterparty Credit
Risk
Collateral Summary ◆ Collateral Definition ...
Counterparty Credit Risk Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
credit risk
,
counterparty credit risk
,
credit risk modeling
,
default risk
Search term matches:
Title
... Counterparty Credit
Risk
Introduction ...
Tag
... credit
risk
...
Full Text
... Counterparty Credit
Risk
CCR Summary ◆ Counterparty Credit
Risk
Definition ◆ Counterparty ...
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
credit value adjustment (CVA)
,
credit risk modeling
,
financial derivative valuation
,
collateralization
,
margin and netting.
Search term matches:
Title
... The Valuation of Financial Derivatives Subject to Counterparty
Risk
and Credit Value Adjustment ...
Tag
... credit
risk
modeling ...
Full Text
... The Valuation of Financial Derivatives Subject to Counterparty
Risk
and Credit Value Adjustment ...
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
valuation model; credit risk modeling; collateralization; correlation
,
CDS.
Search term matches:
Title
... The Valuation of Credit Default Swap with Counterparty
Risk
and Collateralization ...
Tag
... valuation model; credit
risk
modeling; collateralization; correlation ...
Full Text
... The Valuation of Credit Default Swap with Counterparty
Risk
and Collateralization Tim ...
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
asset pricing
,
credit risk modeling
,
colateral
,
risk management
,
CDS
Search term matches:
Title
... Pricing Financial Derivatives Subject to Multilateral Credit
Risk
and Collateralization ...
Tag
... credit
risk
modeling ...
Full Text
... Pricing Financial Derivatives Subject to Multilateral Credit
Risk
and Collateralization ...
Incremental Risk Charge Methodology
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
incremental risk charge
,
liquidity risk
,
risk management
,
capital charge
,
constant level of risk
Search term matches:
Title
... Incremental
Risk
Charge Methodology ...
Tag
... incremental
risk
charge ...
Full Text
... 1 Incremental
Risk
Charge Methodology Tim Xiao ABSTRACT The incremental
risk
...
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
,
Qualitative research--Methodology
Item Type:
Article
Tag(s):
asset pricing
,
credit risk modeling
,
collateralization
,
Quantitative methods
Search term matches:
Title
... The Impact of Default Dependency and Collateralization on Asset Pricing and Credit
Risk
Modeling ...
Tag
... credit
risk
modeling ...
Full Text
... The Impact of Default Dependency and Collateralization on Asset Pricing and Credit
Risk
...
An Efficient Lattice Algorithm For The LIBOR Market Model
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Values--Philosophy
,
Economics
Item Type:
Article
Tag(s):
LIBOR Market Model
,
lattice model
,
asset pricing
,
derivatives valuation
,
risk management
,
Value theory
Search term matches:
Tag
...
risk
management ...
Full Text
... toolkit is actually quite useful; especially for
risk
management or in the case there is a need ...
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk
Author(s):
Tim Xiao
(see profile)
Date:
2015
Group(s):
Business Management
,
Scholarly Communication
Subject(s):
Economics
,
Knowledge management
,
Commercial statistics
Item Type:
Article
Tag(s):
asset pricing
,
credit value adjustment
,
wrong way risk
,
credit risk modeling
,
default time approach
,
Business data
Search term matches:
Title
... An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way
Risk
...
Tag
... wrong way
risk
...
Full Text
... 1 An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way
Risk
...
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