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(Health Care Financing Administration, 2001)
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(Risk Magazine Limited, 2006-06)Volatility modelling is a key issue for the finance industry from an academic and practitioner perspective. This is understandable given the importance that volatility plays in risk management and the development of accurate ...
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(Risk Magazine Limited, 2009-04)In terms of risk measurement, probability and quantile risk estimation have developed enormously in the past decade, from value-at-risk measures to coherent measures such as expected shortfall. These measures allow an ...
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(Henry Stewart Publications, 2004)Focuses on the importance of the accurate modelling of market risk. Dates of extreme trading events experienced by derivative traders; Standard approach to modelling any market movement and its implications; Use of extreme ...
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(University College Dublin. School of Economics, 2009-11)Systemic risk refers to the risk of financial system breakdown due to linkages between institutions. This risk cannot be assessed by looking at how individual institutions manage risks but instead requires a full understanding ...
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(Informa healthcare, 2012-01-26)
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(University College Dublin. School of Business. Centre for Financial Markets, 2009-03)
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(European Parliament. Policy Department Economic and Scientific Policies, 2009-11)Systemic risk refers to the risk of financial system breakdown due to linkages between institutions. This risk cannot be assessed by looking at how individual institutions manage risks but instead requires a full ...
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(IEEE, 2010-10-11)In the scope of a recently launched European Research Project, a team of experts from public laboratories and TSO is in charge of defining the concepts and methodological approaches to design and analyse the technical and ...
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(CIGRE, 2010)The concept of capacity credit is widely used to quantify the contribution of renewable technologies to securing demand. This may be quantified in a number of ways; this paper recommends the use of Effective Load ...