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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.
2011
2011
Planning for demand failure: A dynamic lot size model for clinical trial supply chains
2011
2011
Towards a Service Lifecycle Based Methodology for Risk Assessment in Cloud Computing
The principles of risk management have been introduced in grid computing to help document and anticipate certain risks and manage… 
2010
2010
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
One of the critical issues in the Basel II internal ratings based method for counterparty credit risk (CCR) is the calculation of… 
2007
2007
Combinatorics, Algorithms, Probabilistic and Experimental Methodologies, First International Symposium, ESCAPE 2007, Hangzhou, China, April 7-9, 2007, Revised Selected Papers
The Tight Bound of First Fit Decreasing Bin-Packing Algorithm Is FFD(I)???11/9OPT(I)?+?6/9.- Sequential Vector Packing.- A… 
Highly Cited
2006
Highly Cited
2006
The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
We consider a diffusion perturbed classical compound Poisson risk model in the presence of a constant dividend barrier. An… 
2003
2003
Benchmarking Asset Correlations
Among the most crucial input parameters for credit portfolio risk models are the co-movements of default risks. Due to limited… 
2003
2003
A spatial mean-variance MIP model for energy market risk analysis
Highly Cited
2002
Highly Cited
2002
Cross-Industry, Cross-Country Allocation
Recent empirical evidence has demonstrated that both global industry factors and country factors are important determinants of… 
2001
2001
RESTRAINED HYBRID III DUMMY-BASED CRITERIA FOR THORACIC HARD-TISSUE INJURY PREDICTION
Ninety-three sled tests (60 cadaver, 33 dummy) are used to assess the Hybrid III dummy and associated thoracic injury criteria to… 
Highly Cited
1997
Highly Cited
1997
A Probabilistic Analysis of Tanker Groundings
The culture, design, and operation of the maritime industry all contribute to create an error inducing system. While risk… 
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