EXTREME VALUE THEORY AND APPLICATION TO MARKET SHOCKS FOR STRESS TESTING AND EXTREME VALUE AT RISK

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  • March 25, 2015
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Economic Capital is highly critical to banks (as well as central bankers and financial regulators who monitor banks) as it links a bank’s earnings and returns on investment tied to risks … Continue Reading →

COMPLIANCE WITH GLOBAL STANDARDS: BASEL, COSO, ISO, NIST, & SARBOX

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  • March 18, 2015
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The Enterprise Risk Management (ERM) methods deployed by any organization should at least consider compliance with global standards if not exactly mirroring COSO (Committee of Sponsoring Organizations of the Treadway … Continue Reading →

INTEGRATED RISK MANAGEMENT WITH PEAT

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  • March 11, 2015
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This whitepaper showcases a capstone analysis of a portfolio of projects that applies all of the Integrated Risk Management® (IRM) steps introduced by Real Options Valuation, Inc. Before diving into the … Continue Reading →

Dynamic Evaluation of Enterprise Risk Management at Eletrobras Furnas in Brazil1

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  • March 4, 2015
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This white paper is intended to describe the methodology applied in automating Enterprise Risk Management (ERM) for Eletrobras Furnas, the largest utility company in Brazil. The ERM approach uses Real … Continue Reading →