agencies. This work aims to build a model for assessing banking risks. The primary study method is economic …-mathematical modeling based on the standardized model of the Basel Committee for Operational Risk Management, the modified CAPM model, and … the model developed by Shapiro and Cornell for currency risk management. The information base was the financial statements …

developments against ageing-related diseases, we model the needed capital for pension funds to face longevity risk and find that it …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …