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Financial risk modeling

Known as: Risk model, Risk modeling, Risk models 
Financial risk modeling refers to the use of formal econometric techniques to determine the aggregate risk in a financial portfolio. Risk modeling is… 
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Related topics

Related topics

3 relations
Extreme value theoryFinancial modelingValue at risk

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2013
Highly Cited
2013
Incorporation of formal safety assessment and Bayesian network in navigational risk estimation of the Yangtze River
Review
2011
Review
2011
Introducing Survival and Event History Analysis
The Fundamentals of Survival and Event History Analysis Introduction: What Is Survival and Event History Analysis? Key Concepts… 
Highly Cited
2011
Highly Cited
2011
Effect of uncertainty in land use, damage models and inundation depth on flood damage estimates
With the recent transition to a more risk-based approach in flood management, flood risk models—being a key component in flood… 
Highly Cited
2007
Highly Cited
2007
Patents and the Survival of Internet-Related Ipos
Review
2005
Review
2005
A review of backtesting and backtesting procedures
This paper reviews a variety of backtests that examine the adequacy of Value-at-Risk (VaR) measures. These backtesting procedures… 
Highly Cited
2005
Highly Cited
2005
Modeling Credit Risk for Smes: Evidence from the Us Market
AbstractConsidering the fundamental role played by small and medium sized enterprises (SMEs) in the economy of many countries and… 
Highly Cited
2003
Highly Cited
2003
Flood risk assessment and associated uncertainty
Abstract. Flood disaster mitigation strategies should be based on a comprehensive assessment of the flood risk combined with a… 
Highly Cited
2003
Highly Cited
2003
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
Highly Cited
1999
Highly Cited
1999
A Sociocognitive Analysis of Substance Abuse: An Agentic Perspective
This article presents a social-cognitive theory of substance abuse. The exercise of self-regulatory agency plays a central role… 
Highly Cited
1996
Highly Cited
1996
Evaluation of Value-at-Risk Models Using Historical Data
We study the effect of restrictions on dual trading in futures contracts. Previous studies have found that dual trading… 
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