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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios 2011 Enterprise Risk Management Symposium, Chicago. This is the abstract of the entitled paper. N/A; 28281 3/14/2011 12:00: ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios 2011 Enterprise Risk Management Symposium, Chicago. This presentation discusses how real world Grey Swan scenarios are ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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ERM Stochastic Analysis Tools: Risk Drivers Revealed
ERM Stochastic Analysis Tools: Risk Drivers Revealed This paper demonstrates the use of Quantile Regression in the development and understanding of conditional value at risk (VaR) models for ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM