Top Tweets for #ExpectedShortfall

Risks MDPI @Risks_MDPI

over 3 years ago

Sharp Probability Tail Estimates for Portfolio Credit Risk by Jeffrey F. Collamore, Hasitha de Silva, and Anand N. Vidyashankar https://t.co/S7mQTir6MJ #largedeviations #tailapproximations #ExpectedShortfall Any comments are welcomed.👏

Risks_MDPI's tweet photo. Sharp Probability Tail Estimates for Portfolio Credit Risk
by Jeffrey F. Collamore, Hasitha de Silva, and Anand N. Vidyashankar
https://t.co/S7mQTir6MJ
#largedeviations #tailapproximations #ExpectedShortfall
Any comments are welcomed.👏 https://t.co/y77spYdO3l

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Wilmott @wilmott

about 7 years ago

Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures in Static Factor Models #CDOtranche #CDOsquared #CDOs #Credit #creditVaR #Default #expectedshortfall #granularityadjustment #Risk #saddlepoint https://t.co/pusJBzkqB6

wilmott's tweet photo. Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures in Static Factor Models #CDOtranche #CDOsquared #CDOs #Credit #creditVaR #Default #expectedshortfall #granularityadjustment #Risk #saddlepoint https://t.co/pusJBzkqB6 https://t.co/hHgW40wwwE

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Risk.Net Risk Mgmt @RiskNet_RM

almost 8 years ago

#Quants’ paper: revised backtest for #ExpectedShortfall models should provide a better gauge of VAR violations https://t.co/vkYiUuu7Nt

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WeSave.fr @wesave_fr

about 8 years ago

#ValueatRisk, #ExpectedShortfall ou #MaximumDrawdown ? Pour en savoir plus sur les différentes mesures de risque utilisées pour gérer un portefeuille 🧐 https://t.co/rJz7djCt0t

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Panos Xidonas @PanosXidonas

over 8 years ago · Greece

#Bitcoin Vs #Etherium: How risky are #CryptoCurrencies? Check out a brief contrast of basic #RiskMetrics, such as #ExpectedShortfall, #Skewness, #Kurtosis, #DeltaNormalVAR, #HistoricalVAR & #DailyVolatility.

PanosXidonas's tweet photo. #Bitcoin Vs #Etherium: How risky are #CryptoCurrencies? Check out a brief contrast of basic #RiskMetrics, such as #ExpectedShortfall, #Skewness, #Kurtosis, #DeltaNormalVAR, #HistoricalVAR & #DailyVolatility. https://t.co/FtUg6iZjZ1

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Meritis @Meritis

almost 9 years ago

[#Finance] Le modèle de la #ValueAtRisk est révolu ! Laissez place à l'#ExpectedShortfall... https://t.co/EDBKvnDVb8

Meritis's tweet photo. [#Finance] Le modèle de la #ValueAtRisk est révolu ! Laissez place à l'#ExpectedShortfall... https://t.co/EDBKvnDVb8 https://t.co/OcQnIwvyar

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DeriveXperts by IHS Markit @DeriveXperts

almost 10 years ago

FRTB: Replacing VaR with Expected Shortfall in market risk https://t.co/Fn0my4B2ju #FRTB #ExpectedShortfall #VaR

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RiskDataScience @RiskDataScience

over 10 years ago

Nonparametric versus Parametric #ExpectedShortfall https://t.co/GfyaTgP9ka

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RiskDataScience @RiskDataScience

over 10 years ago

Choosing #ExpectedShortfall Over #VaR in #BaselIII Using Stochastic Dominance https://t.co/jxzCzM7TBH

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over 10 years ago

VaR is dead. Long live Expected Shortfall. New on the Capco blog: https://t.co/8eVb9OQ7ZV #VAR #ExpectedShortfall

Capco's tweet photo. VaR is dead. Long live Expected Shortfall. New on the Capco blog: https://t.co/8eVb9OQ7ZV #VAR #ExpectedShortfall https://t.co/yrerD1XlPB

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almost 11 years ago

VaR is dead. Long live Expected Shortfall. New on the Capco blog: http://t.co/8eVb9OQ7ZV #VAR #ExpectedShortfall

Capco's tweet photo. VaR is dead. Long live Expected Shortfall. New on the Capco blog: http://t.co/8eVb9OQ7ZV #VAR #ExpectedShortfall http://t.co/4MN8ZWqvmR

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Risk Edge Solutions @RiskEdgeSol

about 11 years ago

How to upgrade your Risk Management beyond Value at Risk by using #ExpectedShortfall #VaR http://t.co/sutTJEovwr

RiskEdgeSol's tweet photo. How to upgrade your Risk Management beyond Value at Risk by using #ExpectedShortfall #VaR http://t.co/sutTJEovwr http://t.co/AMHOp3u3qO

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