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

  • By Admin
  • March 25, 2015
  • Comments Off on EXTREME VALUE THEORY AND APPLICATION TO MARKET SHOCKS FOR STRESS TESTING AND EXTREME VALUE AT RISK

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 →

QUICK OVERVIEW OF RISK SIMULATOR

  • By Admin
  • June 16, 2014
  • Comments Off on QUICK OVERVIEW OF RISK SIMULATOR

After installing Risk Simulator, start Excel and the Risk Simulator menu will appear in Excel. Risk Simulator comes in 11 languages (English, Chinese Simplified, Chinese Traditional, French, German, Italian, Japanese, … Continue Reading →