Volume 8, Issue 3, 2014
In this paper, we examine the sensitivity of risk measurement for losses caused by natural catastrophes. Annual losses from natural disasters for sixteen cities and provinces in South Korea during the...
Capital allocation principles are used in various contexts in which the risk capital or the cost of an aggregate position has to be allocated between its constituent parts.
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Risk measurement articles
Stress testing is a vital part of successful risk management, but risk managers at energy trading firms frequently face obstacles in designing and implementing successful stress testing programmes. ...
Join industry experts at Asia Risk's upcoming training course in Sydney to discuss the proposed new developments and address the key methods and tools that can be utilised to measure and manage liquidity...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.