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thorogood.com
Thorogood Business Intelligence
Global Independent Business Intelligence Specialists London, Princeton, Bangalore, Sydney Delivering business intelligence capabilities, portals, analytics and advanced reporting to leading blue-chip clients across the globe. Latest NewsClick here for
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three-wise-monkeys.ch
Three Wise Monkeys
This is my personal blog about my passion for vintage furniture, design, and a daily dose of inspiration
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zweipunkt.com
zweipunkt gmbh: home
Home Site map Seite drucken Search CompanyServicesProductsPartnersContact :Unsere Anschrift zweipunkt gmbh St. Alban-Tal 404052 BaselTelefon: +41 (0)848 222 202Fax. +41 (0)61 560 90 99 home :Grezi und herzlich willkommen bei zweipunkt gmbh Wir bi
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bubble-value-at-risk.com
BUVAR - a VaR approach for countercyclical capital buffer
We propose a countercyclical risk measure, BuVaR, the estimated shortfall of a financial institution removed of the effects of procyclicality. It involves inflating one side of the return distribution of an asset by a scaling factor called bubblethat depends on the location of the present state in the boom-bust cycle. BuVaR is countercyclical (it leads crashes), distinguishes between long and short positions (is asymmetrical) and provides an additional buffer for fat-tails by recognizing that
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scorto.com
Decision management, credit risk scoring software, credit decisioning systems | Scorto
Credit scoring software and decision management systems for credit decisioning, application, behavioral and collection scoring from Scorto