We model dynamic credit portfolio dependence by using default contagion in an intensity-based framework. Two different portfolios (with 10 obligors), one in the European auto sector, the other in the European financial sector, are calibrated against their market CDS spreads and the corresponding CDS-correlations. After the calibration, which are perfect for the banking portfolio, and good for t...

Abstract These days the use of portfolio assessment is very popular. If it is believed that students at all levels should be doing more than studying for tests; teachers should be doing more than teaching to tests; students should take a more active role in the learning process; and, then the portfolio assessment is an idea worth exploring.. The aim of this study was to introduce portfolio asse...

abstract these days the use of portfolio assessment is very popular. if it is believed that students at all levels should be doing more than studying for tests; teachers should be doing more than teaching to tests; students should take a more active role in the learning process; and, then the portfolio assessment is an idea worth exploring.. the aim of this study was to introduce portfolio asse...

In project portfolio management, the sources of change, task interactions, and the necessity for distributed planning should be considered. Most existing project methods have difficulties to produce desired results in highly dynamic multi-projects environments. In this paper, we present a project portfolio management approach with multi-agent. We described the types of agents used in project po...

Services in the form of business services or IT-enabled (Web) Services have become a corporate asset of high interest in striving towards the agile organisation. However, while the design and management of a single service is widely studied and well understood, little is known about how a set of services can be managed. This gap motivated this paper, in which we explore the concept of Service P...

Getting value from IT investments is mentioned as one of the reasons why organizations should pay attention to IT governance. (Applegate et al (2009)). As far as the IT governance of IT is concerned, IT portfolio management is often viewed as a condition, without which it is difficult to fit in IT investment optimally within an organization's requirements. (Dhillon, et al (2010)). This article ...