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Il processo di software selection: rischi e opportunità 软件选择过程:风险和机会
Risk Management Magazine Pub Date : 2019-04-02 DOI: 10.47473/2020rmm0030
P. Raviola
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引用次数: 0
Use of copulas for Value-at-Risk calculation and backtesting with an application to 在风险价值计算和回溯测试中使用copula
Risk Management Magazine Pub Date : 2018-11-13 DOI: 10.47473/2020rmm0039
Aianna Agosto, A. Mainini, Enrico Moretto
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引用次数: 0
Implementazione della tecnica AFO per la stima dei parametri di un modello GARCH(1,1). Analisi di robustezza e confronto prestazionale con i solver tradizionali 应用AFO技术来估计GARCH模型的参数(1.1)。可靠性分析和与传统溶剂的性能比较
Risk Management Magazine Pub Date : 2018-11-13 DOI: 10.47473/2020rmm0040
Pier Giuseppe Giribone, Banca Carige
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引用次数: 2
La contabilizzazione degli strumenti finanziari derivati nelle imprese di tipo non-financial alla luce del Decreto Legislativo 139/2015 e del principio contabile OIC 32 根据第139/2015号法律法令和OIC会计原则，非金融企业中衍生金融工具的会计
Risk Management Magazine Pub Date : 2018-07-06 DOI: 10.47473/2020rmm0044
M. Fabbri, Pier Giuseppe Giribone
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引用次数: 1
Recovery Plan: punti di forza e di debolezza 复苏计划:优点和缺点
Risk Management Magazine Pub Date : 2018-07-06 DOI: 10.47473/2020rmm0043
Fabio Verachi
{"title":"Recovery Plan: punti di forza e di debolezza","authors":"Fabio Verachi","doi":"10.47473/2020rmm0043","DOIUrl":"https://doi.org/10.47473/2020rmm0043","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116675493","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
AIFIRM risponde al Comitato di Basilea sul documento «Revisions to the minimum capital requirements for market risk» AIFIRM回应了巴西议会委员会关于“修订市场风险最低资本要求”的文件
Risk Management Magazine Pub Date : 2018-07-06 DOI: 10.47473/2020rmm0042
M. Bianchetti, Umberto Cherubini
{"title":"AIFIRM risponde al Comitato di Basilea sul documento «Revisions to the minimum capital requirements for market risk»","authors":"M. Bianchetti, Umberto Cherubini","doi":"10.47473/2020rmm0042","DOIUrl":"https://doi.org/10.47473/2020rmm0042","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122609763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Capital allocations for risk measures: a numerical and comparative study 风险措施的资本配置:数值和比较研究
Risk Management Magazine Pub Date : 1900-01-01 DOI: 10.47473/2020rmm0026
G. Canna, F. Centrone, Emanuela Rosazza Gianin
{"title":"Capital allocations for risk measures: a numerical and comparative study","authors":"G. Canna, F. Centrone, Emanuela Rosazza Gianin","doi":"10.47473/2020rmm0026","DOIUrl":"https://doi.org/10.47473/2020rmm0026","url":null,"abstract":"In this paper we make a short survey on the problem of Capital Allocation through the use of risk measures and we apply some of the most popular Capital Allocation methods to a portfolio of risky positions by using Value at Risk, Conditional Value at Risk and the entropic risk measure. We then discuss and compare the results found in our numerical example.","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128971836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Confronto tra l’approccio tradizionale e le tecniche di Machine Learning per la model-lizzazione della stagionalità nella valorizzazione degli swap indicizzati all’inflazione 通货膨胀指数掉期价值调整的传统方法与机器学习技术的比较
Risk Management Magazine Pub Date : 1900-01-01 DOI: 10.47473/2020rmm0036
O. Caligaris, Pier Giuseppe Giribone
{"title":"Confronto tra l’approccio tradizionale e le tecniche di Machine Learning per la model-lizzazione della stagionalità nella valorizzazione degli swap indicizzati all’inflazione","authors":"O. Caligaris, Pier Giuseppe Giribone","doi":"10.47473/2020rmm0036","DOIUrl":"https://doi.org/10.47473/2020rmm0036","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132430764","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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