The notion of residual estimation risk is introduced in order to study the impact of parameter uncertainty on capital … adequacy, for a given risk measure and capital estimation procedure. Residual estimation risk is derived by applying the risk …. Residual risk thus equals the additional amount of capital that needs to be added to the portfolio to make it acceptable. We …

relationship between these factors is nonlinear which reflects the great importance of investment on appropriate risk management …

All the elements of the risk management cycle are important. But risk assessment provides the foundation for all the … other elements. In particular, risk assessment represents the basis for establishing the appropriate policies and for … threats change in time, it is important for the organization to periodically perform a risk re-assessment and a …