Correlation stress testing is employed in several financial models for determining the value-at-risk (VaR) of a financial institution鈥檚 portfolio. The po... QD Sun - 《Computational Optimization & Applications》 被引量: 78发表: 2010年 From value at risk to stress testing: The extreme value...
and parametric VaR, that one can stress test in different ways. Most VaR models assume away extremely high levels of volatility. This makes VaR particularly poorly adapted, yet well-suited, for stress testing.1
Value at riskstress testinghedgingtradingenergy marketsmarket riskrisk measurementprobability-based risk-measurement methodVaR modelnatural-gas marketSummary When an organization embarks on trading or hedging in the energy markets, it is important that a methodology for measuring market risk is adopted. ...
This paper investigates various methods of Value-at-Risk (VaR) and Expected Tail Loss (ETL) estimation for theTurkish stock market under a stress-testing framework, in which implausible but probable scenarios are generated by the three major economic downturns that affected Turkey in 1994, 1998 ...
CoherentEstimationsofValue-at-RiskandStressTestingLossBasedon 系统标签: swarch测试值一致性estimations估计压力 书基于SWARCH的!"#及压力测试值的一致性估计蒋祥林1,王春峰21复旦大学金融研究院,上海2004332天津大学金融工程研究中心,天津300072摘要:风险值(!"#)与压力测试都是衡量金融资产价格波动风险的重要工具。为了...
10.51 value of exercise stress testing in coronary artery bypass grafting (cabg) and percutaneous transluminal coronary angioplasty (ptca) patients assessed by myocardial perfusion scintigraphydoi:10.1016/S1071-3581(01)80698-XOLIVEIRA, LFERREIRA, M...
To define the prognostic value of stress testing (STRT) in patients ≥ 75 years of age. Design Multicenter prospective randomized trial. Setting Tertiary care centers. Patients Two hundred ninety-two patients of the Trial of Invasive vs Medical Treatment of Elderly Patients aged ≥ 75 years with...
The Value of Exercise Stress Testing for Renal-Cardiac Risk Assessment in Military Personnel: Exploring the Hidden Half! For decades, the exercise stress test (EST) has been known as a well-established non-invasive diagnostic test in patients with suspected or known cardiovascular disease (CVD). ...
Prognostic value of stress testing in patients above 75 years of agePrognostic value of stress testing in patients above 75 years of ageJeger, Raban V.; Forrer Christ, Ursula; Osterwalder, Remo; Dreifuss, Philippe; Schindler, Christian; Osswald, Stefan; Buser, Peter T.; Pfisterer, Matthias ...
One caution is if your child is overly anxious or does not deal with stress well in terms of academics or testing or a highly competitive academic environment , then I think Lowell may not be the best for a student for his/her mental health. And that’s perfectly fine bc grades are ...