Shortfall
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Author | : Martin Auer |
Publisher | : Springer |
Total Pages | : 174 |
Release | : 2018-02-01 |
Genre | : Business & Economics |
ISBN | : 3319723200 |
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi — Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty — Director Trade Floor Risk Management, Scotiabank Visit the book’s website at www.value-at-risk.com.
Author | : Christopher J. H. Wright |
Publisher | : Langham Global Library |
Total Pages | : 67 |
Release | : 2021-01-31 |
Genre | : Religion |
ISBN | : 183973096X |
Inadequate funding remains one of the most significant challenges facing Christian ministries around the world. Yet who bears responsibility for this deficiency? Chris Wright, in conversation with James Cousins, challenges Christians to recognize that the problem of insufficient funding does not belong to those experiencing the shortfall but to those entrusted by God with the means to alleviate it. Combining John Stott’s The Grace of Giving and Chris Wright’s The Gift of Accountability, two classics on generosity and financial integrity, along with a brand new reflection, this book encourages readers to think critically about the problem itself. Together, these three works form a powerful treatise on Christian generosity, stewardship, and financial responsibility, questioning and transforming long-held beliefs around Christian giving. The Shortfall serves as a reminder that our resources belong to God, and we will be held accountable for how we choose to steward them.
Author | : United States. Congressional Budget Office |
Publisher | : |
Total Pages | : 88 |
Release | : 1979 |
Genre | : Budget |
ISBN | : |
Author | : United States. Congress. House. Committee on the Budget |
Publisher | : |
Total Pages | : 96 |
Release | : 1976 |
Genre | : Budget |
ISBN | : |
Author | : United States. General Accounting Office |
Publisher | : |
Total Pages | : 128 |
Release | : 1980 |
Genre | : Coal |
ISBN | : |
Author | : United States. Congress. Senate. Committee on Indian Affairs (1993- ) |
Publisher | : |
Total Pages | : 96 |
Release | : 2008 |
Genre | : Business & Economics |
ISBN | : |
Author | : Simona Roccioletti |
Publisher | : Springer |
Total Pages | : 155 |
Release | : 2015-12-04 |
Genre | : Business & Economics |
ISBN | : 365811908X |
In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes.
Author | : United States. General Accounting Office |
Publisher | : |
Total Pages | : 60 |
Release | : 1979 |
Genre | : Energy policy |
ISBN | : |
Author | : Alice Echols |
Publisher | : The New Press |
Total Pages | : 260 |
Release | : 2017-10-03 |
Genre | : History |
ISBN | : 1620973049 |
The rollicking true story of a 1930s version of Bernie Madoff—and the building and loan crash he helped precipitate—in a wonderful work of narrative nonfiction by the Gustavus Myers book award winner Shortfall opens with a surprise discovery in an attic—boxes filled with letters and documents hidden for more than seventy years—and launches into a fast-paced story that uncovers the dark secrets in Echols's family—an upside-down version of the building and loan story at the center of Frank Capra's 1946 movie, It's a Wonderful Life. In a narrative filled with colorful characters and profound insights into the American past, Shortfall is also the essential backstory to more recent financial crises, from the savings and loan debacle of the 1980s and 1990s to the subprime collapse of 2008. Shortfall chronicles the collapse of the building and loan industry during the Great Depression—a story told in microcosm through the firestorm that erupted in one hard-hit American city during the early 1930s. Over a six-month period in 1932, all four of the building and loan associations in Colorado Springs, Colorado, crashed in an awful domino-like fashion, leaving some of the town's citizens destitute. The largest of these associations was owned by author Alice Echols's grandfather, Walter Davis, who absconded with millions of dollars in a case that riveted the national media. This book tells the dramatic story of his rise and shocking fall.
Author | : Robert G. Patman |
Publisher | : Bloomsbury Publishing USA |
Total Pages | : 205 |
Release | : 2010-02-26 |
Genre | : Political Science |
ISBN | : 1573567264 |
This seminal work argues that the disastrous raid in Mogadishu in 1993, and America's resulting aversion to intervening in failed states, led to the Rwanda and Bosnia genocides and to the 9/11 attacks. Contrary to conventional wisdom, this book argues, it was not the 9/11 attacks that transformed the international security environment. Instead, it was "Somali Syndrome," an aversion to intervening in failed states that began in the wake of the1993 U.S./UN action in Somalia. The botched raid precipitated America's strategic retreat from its post-Cold War experiment at partnership with the UN in nation-building and peace enforcement and engendered U.S. paralysis in the face of genocide in Rwanda, Bosnia, and Darfur. The ensuing international security vacuum emboldened al-Qaeda to emerge and attack America and inaugurated our present era of intrastate conflict, mass killings, forced relocations, and international terrorism. As this even-handed treatment shows, the Somali crisis can be connected to seven key features of the emerging post-Cold War world security order. These include the fact that failed states are now the main source of world instability and that new wars are driven by racial, ethnic, and religious identity issues.