1
-
2
of
2
results (0.5 seconds)
Sort By:
-
The Systemic Risk of Risk Capital [Or the 'No matter what' premise]
probability, higher than a critical probability U, mutual correlation is expected to fall back. But ... regulating for a high default probability (higher than U), a marginal increase of default probability leads ...- Authors: Ioannis Chatzivasiloglou, Charalampos Fytros
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Public Policy
-
It is Time to Decide What Kind of Crisis We Want to Have in the Future
R I s k M a n a g e M e n T: the current financial crisis, lessons learned and future implications ... consistent with his/her investment policy statement, s/he follows a method of rebalancing so that the portfolio’s ...- Authors: Ioannis Chatzivasiloglou, Charalampos Fytros
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management