Tail Risk Hedging
Found 7 free book(s)
Tail Risk Hedging - Graham Capital
www.grahamcapital.comGraham Capital Management Research Note, October 2017 Tail Risk Hedging Kshitij Prakash1 Abstract Many investors have significant long equity market exposure and seek effective portfolio protection.
Model Risk Assessment - Deloitte
www2.deloitte.comModel risk assessment underpins and supports a robust model risk governance What is the main purpose of model risk assessment? Ability to provide a comprehensive and consistent view on model risk at a defined level of aggregation is an
Basel Committee on Banking Supervision
www.bis.orgis introduced to capture any other risks beyond the main risk factors already captured in the sensitivities based method and the Default Risk Charge.
Model Risk Management - Deloitte US
www2.deloitte.comClearly defined policies approved by the Management Body and the Senior Management - minimum risk management policies should be considered - clearly defined policy for model documentation
Jump-Diffusion Models for Asset Pricing in Financial ...
www.columbia.eduCh. 2. Jump-Diffusion Models for Asset Pricing in Financial Engineering 75 structure models, and Chen and Kou (2005) for applications in credit risk and
Journal of Financial Economics
jfe.rochester.eduJournal of Financial Economics Status of the 140 papers accepted for future publication in the JFE Progress Author(s) and Title Accept Outright DateSent to
Actuarial Guideline 43 - Hause Actuarial Solutions
www.hauseactuarial.comActuarial Guideline 43 Kansas City Actuaries Club - June 24, 2009 John Froehle, FSA, MAAA Consulting Actuary, Actuarial Resources Corporation AG 43: Implementation Issues