
QRM
 Referenced in 609 articles
[sw11358]
 market risk, credit risk, operational risk, riskmeasurement and aggregation concepts, riskmanagement techniques...

CAViaR
 Referenced in 133 articles
[sw04424]
 risk (VaR) is the standard measure of market risk used by financial institutions. Interpreting...

Dowd
 Referenced in 26 articles
[sw25415]
 Offered in Kevin Dowd’s Book Measuring Market Risk. ’Kevin Dowd’s’ book Measuring Market ... read book in the area of risk measurement by students and practitioners alike ... market risk as well as backtesting risk measurement methods...

StFinMetrics
 Referenced in 32 articles
[sw29976]
 point detection; modelling extreme values and risk measures. The book contains many examples of algorithms...

GHICA
 Referenced in 6 articles
[sw25996]
 risk management methods that either calculate risk measures under the Gaussian distributional assumption or involve ... GHICA, which overcomes the limitations in multivariate risk analysis. The idea is to first retrieve ... implement the GHICA method to calculate risk measures given 20dimensional German DAX portfolios...

LifeMetrics
 Referenced in 15 articles
[sw10674]
 LifeMetrics: A toolkit for measuring and managing longevity and mortality risks...

StochaTR
 Referenced in 4 articles
[sw11113]
 distortion risk constraint. Coherent distortion risk measures are applied to capture the possible violation ... optimization problems whose parameters are uncertain. Each risk constraint induces an uncertainty set of coefficients...

ORA
 Referenced in 4 articles
[sw22485]
 network analysis tool that detects risks or vulnerabilities of an organization’s design structure ... relationships are represented by the MetaMatrix. Measures that take as input a MetaMatrix ... organization for potential risk. ORA contains over 100 measures which ... categorized by which type of risk they detect. Measures are also organized by input requirements...

2Phase NSGA II
 Referenced in 2 articles
[sw28524]
 NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization. Portfolio optimization ... expected return and to minimize the risk ... Variance has been considered as a risk measure. There are many constraints in the world...

AgenaRisk
 Referenced in 6 articles
[sw07338]
 AgenaRisk enables decisionmakers to measure and compare different risks in a way that...

HECFDA
 Referenced in 3 articles
[sw27347]
 procedures for formulating and evaluating flood risk management measures ... staff in analyzing the economics of flood risk management projects. The software, 1) stores hydrologic...

COGARCH.rm
 Referenced in 1 article
[sw26000]
 with ICACOGARCH based homogeneous on risk measures and its further development...

VaRES
 Referenced in 2 articles
[sw17463]
 most popular measures of financial risk. But the available R packages for their computation ... authors. It computes the two measures for over 100 parametric distributions, including all commonly known...

EnviroStat
 Referenced in 22 articles
[sw11048]
 time modeling of data, e.g., several pollutants measured in time by a network of gauges ... Environmental processes, Spacetime modeling, Design and risk assessment, Implementation. The first part is devoted...

EMP
 Referenced in 2 articles
[sw16346]
 estimating EMP (Expected Maximum Profit Measure) in Credit Risk Scoring and Customer Churn Prediction, according...

riskRegression
 Referenced in 2 articles
[sw19175]
 predictions (risk markers and risk prediction models). Prediction performance is measured by the Brier score ... deal with right censored data. Lists of risk markers and lists of risk models...

MATLAB Financial Toolbox
 Referenced in 4 articles
[sw07147]
 estimate risk, analyze interest rate levels, price equity and interest rate derivatives, and measure investment...

MAGERIT
 Referenced in 2 articles
[sw22127]
 rise to certain risks that must be minimized through security measures that guarantee the authenticity...

GFGM.copula
 Referenced in 1 article
[sw25300]
 Copula. Compute bivariate dependence measures and perform bivariate competing risks analysis under the generalized Farlie...

DJL
 Referenced in 1 article
[sw15798]
 analysis), SBM (slackbased measure), and SF (shortage function), benchmarking, risk analysis, technology adoption model...