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 ...
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, ...
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 ...
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The Reserve Bank of India said on Monday that the entities it regulates will have to abide by certain broad principles when employing various credit models, as it attempts to ensure prudence and ...
MUMBAI, Aug 5 (Reuters) - The Reserve Bank of India said on Monday that the entities it regulates will have to abide by certain broad principles when employing various credit models, as it attempts to ...
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