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Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations

Rosen, Dan; Sounders, David - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 391-412

Persistent link: https://www.econbiz.de/10011663120

The uncertainty of systemic risk

Ilin, Thomas; Varga, Liz - In: Risk management : a journal of risk, crisis and disaster 17 (2015) 4, pp. 240-275

Persistent link: https://www.econbiz.de/10011439474

Global risk assessment for development processes : from framework to simulation

Petronijevic, Jelena; Etienne, Alain; Siadat, Ali - In: International journal of production research 60 (2022) 24, pp. 7214-7238

Persistent link: https://www.econbiz.de/10013502373

Risk management in a major highway construction joint venture project

Oikonomou, Themistoklis; Tsoulfas, Giannis T. - In: International journal of decision sciences, risk and … 5 (2013/14) 4, pp. 311-349

Persistent link: https://www.econbiz.de/10011347004

Evaluation of sourcing contracts in wood supply procurement using simulation

Rahimi, Ali; Rönnqvist, Mikael; LeBel, Luc; Audy, … - In: International transactions in operational research : a … 29 (2022) 1, pp. 396-416

Persistent link: https://www.econbiz.de/10012630756

Risk modelling and assessment for distributed manufacturing system

Lee, Carman K. M.; Lv, Yaqiong; Hong, Zhen - In: International journal of production research 51 (2013) 9, pp. 2652-2666

Persistent link: https://www.econbiz.de/10009736395

Combining a matheuristic with simulation for risk management of stochastic assets and liabilities

Bayliss, Christopher; Serra, Marti; Nieto, Armando; … - In: Risks : open access journal 8 (2020) 4/131, pp. 1-14

Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and … maximises the overall benefit over a time horizon. To solve this stochastic optimisation problem, a simulation …-Carlo simulation is employed to estimate the risk of failing to pay due liabilities. The simulation results allow us to set a safety …

Persistent link: https://www.econbiz.de/10012391566

Stress-testing of liquidity risk in TARGET2

Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017

The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...

Persistent link: https://www.econbiz.de/10011627053

Comparing risk measures when aggregating market risk and credit risk using different copulas

Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136

Persistent link: https://www.econbiz.de/10011598393

Land use management under climate change : a microeconomic analysis with emphasis on risk

Reinmuth, Evelyn - 2018

Persistent link: https://www.econbiz.de/10012169124

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