Tail RiskOptionsRisk ManagementValue-at-RiskExpected ShortfallWe present an analytical framework for the forward-looking measurement of extreme market risk. In contrast to standard techniques relying on past return data, wdoi:10.2139/ssrn.2909808Huggenberger, Markus...
They find that the time-series results for the CoVaR and MES measures suggest that systemic risk in the Chinese banking system decreased after the global financial crisis but started rising in 2014. Li et al. (2019) examine the firm-level driving factors of the systemic risk in the Chinese ...
The Bank also utilizes non-GAAP financial measures referred to as "adjusted" results (i.e., reported results excluding "items of note", net of income taxes) to assess each of its businesses and measure overall Bank performance. Adjusted net income, adjusted earnings per share (EPS) and ...
Risk events related loss measures can be scattered over multiple causing units or multiple related clash events. The multi-risk forecast system provides loss-generating processes and events, wherein the inventive risk splitter is a technical core element to generate an event-related loss distribution ...
Risk events related loss measures can be scattered over multiple causing units or multiple related clash events. The multi-risk forecast system provides loss-generating processes and events, wherein the inventive risk splitter is a technical core element to generate an event-related loss distribution ...
Risk events related loss measures can be scattered over multiple causing units or multiple related clash events. The multi-risk forecast system provides loss-generating processes and events, wherein the inventive risk splitter is a technical core element to generate an event-related loss distribution ...
Risk events (44) related loss measures can be scattered over multiple causing units (4) and/or multiple related clash events (44). The multi-risk forecast system (1) provides loss-generating processes and events (44), wherein the inventive risk splitter (11) is a technical core element to...
The Bank also utilizes non-GAAP financial measures referred to as "adjusted" results (i.e., reported results excluding "items of note", net of income taxes) to assess each of its businesses and measure overall Bank performance. Adjusted net income, adjusted earnings per share (EPS) and ...
Risk events (44) related loss measures can be scattered over multiple causing units (4) and/or multiple related clash events (44). The multi-risk forecast system (1) provides loss-generating processes and events (44), wherein the inventive risk splitter (11) is a technical core element to...
Risk events related loss measures can be scattered over multiple causing units or multiple related clash events. The multi-risk forecast system provides loss-generating processes and events, wherein the inventive risk splitter is a technical core element to generate an event-related loss distribution ...