Incremental Risk Charge Methodology

A Methodology for Incremental Changes

Incremental change is one of the key principles of Extreme programming. This paper presents a methodology and a case study of incremental changes using a small application written in UML and Java. Domain concepts play a key role in this methodology.

The Incremental Goal Evolution Process Methodology

This paper proposes the incremental goal evolution process methodology from the view point of the approach to business process optimization. This paper first presents a procedure for proposed methodology, which is composed of 6 steps. An actual business process of industrial factory is analyzed by adopting this methodology in on-site case study. the result of case study indicate that proposed m...

Incremental Design Methodology for Multimillion-gate Fpgas

This paper presents an FPGA design methodology that can be used to shorten the FPGA design-and-debug cycle, especially as the gate counts increase to multi-millions. Core-based incremental placement algorithms, in conjunction with fast interactive routing, are investigated to reduce the design processing time by distinguishing the changes between design iterations and reprocessing only the chan...

Incremental Risk Vulnerability

This paper analyses conditions for an increase in an additive independent background risk to increase an agent’s risk aversion (incremental risk vulnerability). We, first, present a necessary and sufficient condition on an agent’s utility function for a simple mean preserving spread in background risk to increase the agent’s risk aversion. Gollier and Pratt (1996) have shown that declining and ...

Comments to the Consultative Document on Operational Risk Annex: Methodology of the Capital Charge Calculation