criteria. Thus, risk assessment and internal rating systems criteria would be made operational by the individual European Union … firms, makes up the input to the risk analysis. This information can be aggregated to portray the sectoral trends, and …

to mobilise capital and diversify risk, the study findings suggest that share price and the exchange rate are the most …

This paper elaborates on the deleterious effects of outliers and corruption of dataset on estimation of linear … procedures are applied to detect outliers in and estimate regression coefficients from some widely used datasets such as … very mild outliers). Subsequently, some Monte Carlo experiments have been carried out to assess the properties of these …

(s) concerned is (are) over-identified or exactly identified. However, in presence of outliers in the data matrix, the classical 2 … weighted 2-SLS (W2-SLS), which is robust to the effects of outliers and perturbations in the data matrix. Monte Carlo … proposed method is not much destabilized by the magnitude of outliers, but it is sensitive to the number of outliers …

(Re)insurance companies need to model their liabilities' portfolio to compute the risk-adjusted capital (RAC) needed to … frameworks of both Solvency II and the Swiss Solvency Test, we deal with two risk measures: the Value-at-Risk and the expected … choice of the risk measure. …

limited amount of risk. Segregated Funds, which are, simply put, mutual funds with additional features, have grown in …