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Modeling Tail Behavior with Extreme Value Theory
Modeling Tail Behavior with Extreme Value Theory This article talks about the role that models played in the subprime meltdown and the subsequent crisis in the financial markets in general. The ...- Authors: Damon D Levine
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Risk Appetite: An Axiomatic Approach
Risk Appetite: An Axiomatic Approach A comprehensive approach for risk appetite, with enterprise level limits and tolerances, a monitoring system, and cascading to the line level when ...- Authors: Damon D Levine
- Date: Mar 2017
- Competency: Results-Oriented Solutions>Actionable recommendations
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Compliance; Enterprise Risk Management>Risk appetite
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An Overview of the GPS Framework for Comprehensive Strategic Risk Management
An Overview of the GPS Framework for Comprehensive Strategic Risk Management This article introduces the Goals-Progress-Strategy (GPS) approach to Strategic Risk Management (SRM). 6442451045 8/1/ ...- Authors: Damon D Levine
- Date: Aug 2013
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Strategic risks