Cost of capital rate is a result of risk included in cost of debt rates and cost of equity rates. Generally to estimate … cost of capital rates with use of CAPM conception, is used information about general risk indicator, known as beta … for enterprises from the same sector and with similar levels of debt to equity relations. In paper is presented risk …

such as (a) the mean and variance, (b) any distortion risk measure including the Value-at-Risk and Expected-Shortfall, and … (c) expected utility type constraints, thus making the reverse sensitivity analysis framework suitable for risk models …

In a quantitative model with uncertain inputs, the uncertainty of the output can be summarized by a risk measure. We … propose a sensitivity analysis method based on derivatives of the output risk measure, in the direction of model inputs. This … distortion risk measures, defined as weighted averages of output percentiles, and prove a representation of the sensitivity …