Riesgo en la Industria Financiera. Business Analytics. Nelson Pinochet OpenPages Technical Specialist
Texto completo
Documento similar
a A regression analysis is conducted where the dependent variable is the annual growth rate of a bank’s stock of landing to a specific firm in the period 2014-2019, and the
The objectives of this work are to investigate whether: i) a GARCH model with Generalized Pareto Distribution (GPD) innovations, complemented with an EWMA volatility forecast in
The purpose of this paper is to examine the alcohol- injury relationship, by (a) presenting risk estimates separately for three groups of causes: intentional inju-
management team. However, financial analysts lack tools and knowledge for analyzing IC reports. Possibly, the central issue is whether banks have sufficient incentives to
The methods like Fault Tree Analysis, Preliminary Hazard Analysis or Brainstorming will be presented, which later will be used to perform the risk assessment..
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management
The focus has been placed on so-called model agnostic explanations (interpretability techniques which can be applied to any type of predictive model) and on
The first one is a time-inconsistent mixture of the chance-constrained and second-order stochastic dominance (SSD) functionals of the value of a given set of functions up to