Aggregation, Complaints, and Risk
نویسندگان
چکیده
منابع مشابه
Risk Aggregation
Quantitative Risk Management (QRM) standardly concerns a vector of one-period profit-and-loss random variables X = (X1, . . . ,Xd) defined on some probability space (Ω ,F,P). Risk Aggregation concerns the study of the aggregate financial position Ψ (X), for some measurable function Ψ : Rd → R. Under the terms of the New Basel Capital Accord (Basel II), internationally active banks are required ...
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We consider risk measures, risk aggregation and capital allocation in these lecture notes and build on our earlier introduction to Value-at-Risk (VaR) and Expected Shortfall (ES). We will follow Chapter 8 of the 2 edition of Quantitative Risk Management by MFE quite closely. This chapter, however, contains considerably more material than we will cover and it should be consulted if further detai...
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This article presents a new approach to determine the total risk of a financial institution. The proposed model includes components for credit, market, operational and business risk. Moreover it includes a component for the ownership risk that stems from holding a life insurance company. The approach may be characterised as a base-level aggregation method. However, due to lack of appropriate da...
متن کاملMistreatment in assisted living facilities: complaints, substantiations, and risk factors.
PURPOSE OF THE STUDY Use archived public data from Arizona to explore relationships among selected institutional and resident risk and situation-specific factors and complaints and substantiated allegations of various types of mistreatment in assisted living facilities (ALFs). DESIGN AND METHODS An exploratory/descriptive 2-group design was used. Facilities in the complaint group were identif...
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BACKGROUND AND PURPOSE Persons with cognitive impairment, as assessed by cognitive tests, are at a higher risk of stroke. Subjective memory complaints might be an earlier marker for stroke, especially in persons with higher education. Their cognitive reserve might mask their cognitive impairment during cognitive testing. In a population-based setting, we investigated the association between sub...
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ژورنال
عنوان ژورنال: Philosophy & Public Affairs
سال: 2017
ISSN: 0048-3915
DOI: 10.1111/papa.12084