Archive for November, 2007
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Monday, November 19th, 2007Der Expected Shortfall (ES) wird auch als Conditional Value at Risk bezeichnet
Die Definition laufzeitabhängiger Schock buckets in Simcorp Dimension
Friday, November 16th, 2007Deltavektoren sind ein Maß des Risikos in Verbindung mit der Renditekurve.
Market Risk – DJ Hedge Fund Strategy Benchmarks, September 2007
Friday, November 16th, 2007Vier von sechs Strategien haben im Septmber Gewinn gemacht, fünf von sechs Hedge Fond Strategien sind für dieses Jahr im positiven Bereich.
Hedge Funds Up +3.01 Percent in October
Friday, November 16th, 2007The Greenwich Global Hedge Fund Index (the GGHFI) returned +3.01 percent in October, representing its strongest month since January 2006 and, on a year-to-date basis, the best performance for the first ten months of the year since 2003. The GGHFIs year-to-date return of +12.39 percent is on par with the MSCI World Equity Index (YTD: [...]
Credit Risk – Corporate Treasurers in Flight to Quality
Friday, November 16th, 2007The investment portfolios of large U.S. corporations took a sharp turn for the conservative as a result of recent turmoil in financial markets according to Treasury Strategies, which conducted the first comprehensive study to investigate how corporations are responding to these recent market developments. The investment portfolios of large U.S. corporations took a sharp turn [...]
Asian Banks Seek Right Strategies and Decision Tools For Today’s Credit Boom
Thursday, November 15th, 2007As credit markets in the Asia-Pacific region continue to expand at record rates, results of a new region-wide survey underscore a growing need for proven strategies and solutions that enable banks to make profitable customer decisions that accelerate growth while limiting risk and losses. As credit markets in the Asia-Pacific region continue to expand at [...]
Marktrisiko : historische Simulation des Value at Risk
Tuesday, November 13th, 2007Marktrisiko : historische Simulation des Value at Risk
Die Definition laufzeitabhängiger Schock buckets in Simcorp Dimensions
Tuesday, November 13th, 2007Deltavektoren sind ein Maß des Risikos in Verbindung mit der Renditekurve.
Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung
Tuesday, November 13th, 2007Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung
Expected Shortfall
Monday, November 12th, 2007Der Expected Shortfall (ES) wird auch als Conditional Value at Risk bezeichnet
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