such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from …

on equity indices, we find that a strategy based on long-term portfolio volatility, as is imposed by the Synthetic Risk … higher leverage induced by the SRRI, nor the potential protection in downside markets pay off on a risk adjusted basis. …

Structural Engineers and Risk Management Firms. There are no current procedures to evaluate the epistemic and aleatory … result as the basis for risk management decisions and actions. For a single building this may be whether or not a prescribed …, or if a portfolio has an acceptably low loss risk over a given period of time. In both cases, the reliability must either …

illiquidity, and proxies for tail risk. Our funding illiquidity measure also affects leveraged closed-end mutual funds and, to an …

investment decisions. The used risk attribution quantification models GARCH (1.1), EGARCH (1.1), GARCH-M (1.1) and TGARCH (1 ….1) are adapted to predict the volatility of investment funds. The current development focuses on forecasting the risk … of the models GARCH, EGARCH and GARCH-M with the highest risk concentration the investment fund "Golden Lev Index 30 …

(SEBI), provided open access to various risk parameters with respect to MidCap and SmallCap funds for the first time from … information asymmetry while allocating investments based on their risk tolerance. It will help policy makers in designing controls … to protect smaller investors and provide warnings for funds with unusually high risk. …

cyber-risk management plan, and devising a more proactive and collaborative approach that is suitable according to their … organization context. To this end, firstly various enterprise, Information Technology (IT), and cybersecurity risk management … frameworks are thoroughly reviewed along with their advantages and limitations. Then, we propose a proactive cybersecurity risk …

We examine how sensitive the new performance indexes incorporating high moments and disaster risk are to disaster risk …. The new performance indexes incorporating high moments and disaster risk are the Aumann-Serrano performance index and … underlying risk. We show, by numerical examples and empirical examples, how sensitive these indexes are to disaster risk …

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …