Family Value At Risk
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Family Value At Risk
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Author : Jr. Gondeck
language : en
Publisher: Forbesbooks
Release Date : 2020-10-13
Family Value At Risk written by Jr. Gondeck and has been published by Forbesbooks this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-13 with Business & Economics categories.
IS YOUR FAMILY VALUE AT RISK? When we hear the word "wealth," many of us think about money. But wealth is about so much more than that. All of the aspects of your life that matter most to you--your family, your legacy, your community, the causes you care deeply about--contribute to your wealth and the richness of your life. Together, they compose your family value. If you're only managing your family's money, however, your family value is at risk. That key concept is at the basis of coauthors and wealth advisors JR Gondeck and Vanessa Martinez's approach. Rooted in the knowledge that there is way more to wealth beyond one's ROI, JR and Vanessa work with families to ensure their financial plans reflect and protect their family value. Their strategy is not only holistic; it's also inclusive. At their firm, The Lerner Group, advisors prioritize the perspectives and needs of all family members, including matriarchs--individuals who are often overlooked by more traditional advisors. As a result, they are able to help families maintain their overall wealth--and their value--for generations to come. In Family Value at Risk, they share critical insights on the risks and rewards of wealth planning. From the pitfalls of typical advising to the crucial conversations necessary to ensure your plans reflect your wishes, this book is a must-read for anyone concerned about their financial future.
Bubble Value At Risk
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Author : Max C. Y. Wong
language : en
Publisher: John Wiley & Sons
Release Date : 2013-01-30
Bubble Value At Risk written by Max C. Y. Wong and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-30 with Business & Economics categories.
Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot. In clear, accessible prose, finance practitioners, Max Wong, describes the VaR measure and what it was meant to do, then explores its various failures in the real world of crisis risk management. More importantly, he lays out a revolutionary new method of measuring risks, Bubble Value at Risk, that is countercyclical and offers a well-tested buffer against market crashes. Describes Bubble VaR, a more macro-prudential risk measure proven to avoid the limitations of VaR and by providing a more accurate risk exposure estimation over market cycles Makes a strong case that analysts and risk managers need to unlearn our existing "science" of risk measurement and discover more robust approaches to calculating risk capital Illustrates every key concept or formula with an abundance of practical, numerical examples, most of them provided in interactive Excel spreadsheets Features numerous real-world applications, throughout, based on the author’s firsthand experience as a veteran financial risk analyst
Sample Size Skewness And Leverage Effects In Value At Risk And Expected Shortfall Estimation
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Author : Laura García Jorcano
language : en
Publisher: Ed. Universidad de Cantabria
Release Date : 2020-02-24
Sample Size Skewness And Leverage Effects In Value At Risk And Expected Shortfall Estimation written by Laura García Jorcano and has been published by Ed. Universidad de Cantabria this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-24 with Business & Economics categories.
The thesis analyzes the effect that the sample size, the asymmetry in the distribution of returns and the leverage in their volatility have on the estimation and forecasting of market risk in financial assets. The goal is to compare the performance of a variety of models for the estimation and forecasting of Value at Risk (VaR) and Expected Shortfall (ES) for a set of assets of different nature: market indexes, individual stocks, bonds, exchange rates, and commodities. The three chapters of the thesis address issues of greatest interest for the measurement of risk in financial institutions and, therefore, for the supervision of risks in the financial system. They deal with technical issues related to the implementation of the Basel Committee's guidelines on some aspects of which very little is known in the academic world and in the specialized financial sector. In the first chapter, a numerical correction is proposed on the values usually estimatedwhen there is little statistical information, either because it is a financial asset (bond, investment fund...) recently created or issued, or because the nature or the structure of the asset or portfolio have recently changed. The second chapter analyzes the relevance of different aspects of risk modeling. The third and last chapter provides a characterization of the preferable methodology to comply with Basel requirements related to the backtesting of the Expected Shortfall.
On The Validity Of Value At Risk
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Author : Yasuhiro Yamai
language : en
Publisher:
Release Date : 2001
On The Validity Of Value At Risk written by Yasuhiro Yamai and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Investment analysis categories.
Hands On Value At Risk And Expected Shortfall
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Author : Martin Auer
language : en
Publisher: Springer
Release Date : 2018-02-01
Hands On Value At Risk And Expected Shortfall written by Martin Auer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-01 with Business & Economics categories.
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.
Classification In The Information Age
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Author : Wolfgang A. Gaul
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Classification In The Information Age written by Wolfgang A. Gaul and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
The volume presents contributions to the analysis of data in the information age - a challenge of growing importance. Scientists and professionals interested in classification, data analysis, and statistics will find in this book latest research results as well as applications to economics (especially finance and marketing), archeology, bioinformatics, environment, and health.
An Introduction To Value At Risk
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Author : Moorad Choudhry
language : en
Publisher: John Wiley & Sons
Release Date : 2013-05-13
An Introduction To Value At Risk written by Moorad Choudhry and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-13 with Business & Economics categories.
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry’s benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a whole. Topics covered include: Defining value-at-risk Variance-covariance methodology Portfolio VaR Credit risk and credit VaR Stressed VaR Critique and VaR during crisis Topics are illustrated with Bloomberg screens, worked examples and exercises. Related issues such as statistics, volatility and correlation are also introduced as necessary background for students and practitioners. This is essential reading for all those who require an introduction to financial market risk management and risk measurement techniques. Foreword by Carol Alexander, Professor of Finance, University of Sussex.
Mathematical And Statistical Methods For Actuarial Sciences And Finance
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Author : Marco Corazza
language : en
Publisher: Springer Nature
Release Date : 2022-04-11
Mathematical And Statistical Methods For Actuarial Sciences And Finance written by Marco Corazza and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-04-11 with Mathematics categories.
The cooperation and contamination among mathematicians, statisticians and econometricians working in actuarial sciences and finance are improving the research on these topics and producing numerous meaningful scientific results. This volume presents new ideas in the form of four- to six-page papers presented at the International Conference MAF2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance. Due to the COVID-19 pandemic, the conference, to which this book is related, was organized in a hybrid form by the Department of Economics and Statistics of the University of Salerno, with the partnership of the Department of Economics of Cà Foscari University of Venice, and was held from 20 to 22 April 2022 in Salerno (Italy) MAF2022 is the tenth edition of an international biennial series of scientific meetings, started in 2004 on the initiative of the Department of Economics and Statistics of the University of Salerno. It has established itself internationally with gradual and continuous growth and scientific enrichment. The effectiveness of this idea has been proven by the wide participation in all the editions, which have been held in Salerno (2004, 2006, 2010, 2014, 2022), Venice (2008, 2012 and 2020 online), Paris (2016) and Madrid (2018). This book covers a wide variety of subjects: artificial intelligence and machine learning in finance and insurance, behavioural finance, credit risk methods and models, dynamic optimization in finance, financial data analytics, forecasting dynamics of actuarial and financial phenomena, foreign exchange markets, insurance models, interest rate models, longevity risk, models and methods for financial time series analysis, multivariate techniques for financial markets analysis, pension systems, portfolio selection and management, real-world finance, risk analysis and management, trading systems, and others. This volume is a valuable resource for academics, PhD students, practitioners, professionals and researchers. Moreover, it is also of interest to other readers with quantitative background knowledge.
Extreme Values And Financial Risk
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Author : Saralees Nadarajah
language : en
Publisher: MDPI
Release Date : 2019-01-15
Extreme Values And Financial Risk written by Saralees Nadarajah and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-15 with Business categories.
This book is a printed edition of the Special Issue "Extreme Values and Financial Risk" that was published in JRFM
Optimization And Operations Research Volume Iv
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Author : Ulrich Derigs
language : en
Publisher: EOLSS Publications
Release Date : 2009-04-15
Optimization And Operations Research Volume Iv written by Ulrich Derigs and has been published by EOLSS Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-15 with categories.
Optimization and Operations Research is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme on Optimization and Operations Research is organized into six different topics which represent the main scientific areas of the theme: 1. Fundamentals of Operations Research; 2. Advanced Deterministic Operations Research; 3. Optimization in Infinite Dimensions; 4. Game Theory; 5. Stochastic Operations Research; 6. Decision Analysis, which are then expanded into multiple subtopics, each as a chapter. These four volumes are aimed at the following five major target audiences: University and College students Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.