How to Calculate Value at Risk (VaR) for Financial Portfolios

Learn how to calculate Value at Risk (VaR) to effectively assess financial risks in portfolios, using historical, variance-covariance, and Monte Carlo methods.
Risk

Climate risk models and metrics: what works and what doesn’t?

The importance of climate risk stress-testing has grown significantly in recent years, driven by growing regulatory requirements. Approximately 30 central banks and supervisors worldwide now require ...
Risk

Measuring tail operational risk in univariate and multivariate models with extreme losses

This paper considers some univariate and multivariate operational risk models, in which the loss severities are modeled by some weakly tail dependent and heavy-tailed positive random variables, and ...
Forbes

When Perfect Risk Models Fail: The Human Factor

Risk models at Credit Suisse had flagged the dangers before their $5.5 billion Archegos loss. Silicon Valley Bank's risk metrics showed clear warnings before their collapse. In both cases, ...
ascopubs.org

Risk Stratification Using Tree-Based Models for Recurrence-Free Survival in Breast Cancer

Randomized Trial of Fixed-Dose Capecitabine Compared With Standard-Dose Capecitabine in Metastatic Breast Cancer: X-7/7 Trial An accurate risk model is critical for risk-stratified cancer care and ...
ascopubs.org

Risk Stratification Using Tree-Based Models for Recurrence-Free Survival in Breast Cancer

Randomized Trial of Fixed-Dose Capecitabine Compared With Standard-Dose Capecitabine in Metastatic Breast Cancer: X-7/7 Trial Data were obtained from the Northwell Health cancer registry for patients ...
Bloomberg L.P.

Introduction to PORT Risk and Attribution Models

Yes, I would like to be contacted by a representative to learn more about Bloomberg's solutions and services. By submitting this information, I agree to the privacy policy and to learn more about ...