the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

holdadequate capital. While credit risk was the only risk that was covered by the originalBasle Accord, with the 1996 amendment …, banks have also been required to assigncapital for their market risk starting from 1998.In this research, the impact of the … market risk capital regulations on bank capitallevels and derivative activities is investigated. In addition, this study also …

Recent and presumable future developments tend to increase the risk associated with farming activities. This causes an … increasing importance of risk management. Farmers have a wide variety of possibilities to influence the risk exposure of their … as to match the resources of the farm as well as the farmer's attitudes towards risk. The paper addresses this issue …

. However, cooperative managers are often reluctant to actively manage risk. Although the “risk management irrelevance … proposition” suggests that cooperative managers should be unable to add shareholder value through risk management activities, this … cooperatives. Using mean variance, expected utility and value-at-risk metrics, the results of these simulations show that various …

increasingly exposed to model risks stemming from model misspecification, estimation risk or measurement error. In view of these …Diese Dissertation untersucht die Messung finanzieller Risiken und besteht aus vier eigenständigen Forschungspapieren … gegenwärtigen Risikomaße ignorieren größtenteils das systematische Risiko, das durch Korrelationen von Finanzanlagen, Finanzmärkten …

. To encounter the changing framework, the risk management process slips into the scope of current efforts and therefore is …-factorial sensitivity analysis and the concept of Value-at-Risk are characterized to quantify the risks within a power-trading utility …’s portfolio consisting of various contracts for supply and sale of electricity. Different kinds of risk management objectives and …

Accurate forecasting of risk is the key to successful risk management techniques. Using the largest stock index futures … single and multi-period settings. These measures underpinned by extreme value theory are statistically robust explicitly …

the more conventional two-dimensional methodologyof assessing the relative risk and return attributes of various assets … relevance, the studymakes suggestions as to how time horizons could be incorporated into the risk returnassessments of various …

Over recent years, study on risk management has been prompted by the Basel committee for the requirement of regular … banking supervisory. There are however limitations of many risk management methods: 1) covariance estimation relies on a time … accurately and fast measure risk exposures of multivariate portfolios. The basic idea is to first retrieve out of high …