Risk Measurement: Five Applications

Financial Analysts Journal ◽

10.2469/faj.v29.n4.81 ◽

1973 ◽

Vol 29 (4) ◽

pp. 81-87 ◽

Author(s):

Richard A. Crowell

Keyword(s):

Risk Measurement

Download Full-text

Real Estate Risk Measurement: Comparing Commercial Property with Common Stocks

AIMR Conference Proceedings ◽

10.2469/cp.v1995.n3.9 ◽

1995 ◽

Vol 1995 (3) ◽

pp. 43-49, 58-60

Author(s):

David M. Geitner

Keyword(s):

Real Estate ◽

Risk Measurement ◽

Commercial Property ◽

Download Full-text

Research on the risk measurement of EU carbon market based on CVaR-GARCH

Modern Engineering Solutions for the Industry (Set) ◽

10.2495/mesi140801 ◽

2014 ◽

Author(s):

Xiaohui Hai

Keyword(s):

Carbon Market ◽

Risk Measurement

Download Full-text

Extended saddlepoint methods for credit risk measurement

The Journal of Computational Finance ◽

10.21314/jcf.2016.313 ◽

2016 ◽

pp. 1-37

Author(s):

Rubén García-Céspedes ◽

Manuel Moreno

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Credit Risk Measurement

Download Full-text

A systemic approach to operational risk measurement in financial institutions

The Journal of Operational Risk ◽

10.21314/jop.2007.035 ◽

2007 ◽

Vol 2 (4) ◽

pp. 27-68 ◽

Author(s):

Anna-Maria Kessler

Keyword(s):

Financial Institutions ◽

Operational Risk ◽

Risk Measurement ◽

Systemic Approach

Download Full-text

Operational risk measurement beyond the loss distribution approach: an exposure-based methodology

The Journal of Operational Risk ◽

10.21314/jop.2018.208 ◽

2018 ◽

Vol 13 (2) ◽

pp. 1-33

Author(s):

Michael Einemann ◽

Joerg Fritscher ◽

Michael Kalkbrener

Keyword(s):

Operational Risk ◽

Risk Measurement ◽

Loss Distribution ◽

Loss Distribution Approach

Download Full-text

Catastrophic and Operational Risk Measurement for Financial Institutions

SSRN Electronic Journal ◽

10.2139/ssrn.1316537 ◽

2008 ◽

Author(s):

Antoaneta Serguieva ◽

Stanislav Bozhkov ◽

Keming Yu

Keyword(s):

Financial Institutions ◽

Operational Risk ◽

Risk Measurement

Download Full-text

A More Generic Scenario Engine for Risk Measurement

SSRN Electronic Journal ◽

10.2139/ssrn.1413970 ◽

2008 ◽

Author(s):

Shahram Alavian

Keyword(s):

Risk Measurement

Download Full-text

Trade-Off between Robust Risk Measurement and Market Principles

SSRN Electronic Journal ◽

10.2139/ssrn.1831768 ◽

2011 ◽

Author(s):

Hirbod Assa

Keyword(s):

Risk Measurement ◽

Download Full-text

Project View of an Organization: Possible New Valuation Techniques, Organizational Structure and Improvements in Project Risk Measurement

SSRN Electronic Journal ◽

10.2139/ssrn.2211001 ◽

2012 ◽

Author(s):

Gints Turlajs

Keyword(s):

Organizational Structure ◽

Risk Measurement ◽

Download Full-text

The GJR GARCH(1,1) Process As Regularly Varying: Implications for Efficient Model Estimation and Risk Measurement

SSRN Electronic Journal ◽

10.2139/ssrn.3013353 ◽

2018 ◽

Author(s):

Todd Prono

Keyword(s):

Risk Measurement ◽

Model Estimation ◽

Regularly Varying

Download Full-text