Connection Parameters of Heavy-tailed Operational Risk Measurement Model and Management Model
نویسندگان
چکیده
منابع مشابه
Heavy-Tailed Distribution and Risk Management of Gold Returns
Gold has been recognized as the most important precious metals in the human society. Other than as a medium of exchange, gold has been a consumption and investment product for a long history. It has been recognized a well-positive role in portfolio performance by many financial market practitioners. During the recent financial crisis, gold spot prices have exhibited significant volatility. Thus...
متن کاملthe innovation of a statistical model to estimate dependable rainfall (dr) and develop it for determination and classification of drought and wet years of iran
آب حاصل از بارش منبع تأمین نیازهای بی شمار جانداران به ویژه انسان است و هرگونه کاهش در کم و کیف آن مستقیماً حیات موجودات زنده را تحت تأثیر منفی قرار می دهد. نوسان سال به سال بارش از ویژگی های اساسی و بسیار مهم بارش های سالانه ایران محسوب می شود که آثار زیان بار آن در تمام عرصه های اقتصادی، اجتماعی و حتی سیاسی- امنیتی به نحوی منعکس می شود. چون میزان آب ناشی از بارش یکی از مولفه های اصلی برنامه ...
15 صفحه اولChildren's Working Memory Measurement Model: Testing of Hich and Baddeley Model, Baddeley and Cowan Model
The aim of the present study was to investigate Children's Working Memory Measurement Model: Testing Theories’ Hich and Baddeley, Baddeley and Cowan. The research design was correlational. The population included all primary school students in Tehran in 1400. Participants were 150 students aged 7 to 10 years who were selected by convenience sampling method. They all responded to the Comprehensi...
متن کاملModel Predictive Control for Operational Water Management Model Predictive Control for Operational Water Management
SUMMARY W ater is needed everywhere to satisfy domestic, agricultural and industrial water demands, to maintain navigation systems, and to preserve healthy and sustainable ecosystems. In order to protect us from floods and to reallocate water resources in a man-made environment, the 'hardware', water-related structures, is constructed in many water systems. However, the 'software', suitable con...
متن کاملCredal Networks for Operational Risk Measurement and Management
According to widely accepted guidelines for self-regulation, the capital requirements of a bank should relate to the level of risk with respect to three different categories. Among them, operational risk is the more difficult to assess, as it requires merging expert judgments and quantitative information about the functional structure of the bank. A number of approaches to the evaluation of ope...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Risk Analysis and Crisis Response
سال: 2016
ISSN: 2210-8505
DOI: 10.2991/jrarc.2016.6.3.2