31 to 40 of 528 Results
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 5.8 KB - MD5: 9c7e4892f2ac2411329ffaee0a245e58
Replication code Expected Shortfall with regulatory countercyclical Floor type add-On. |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 7.3 KB - MD5: 5603f85ea73b1a5873da7b2188277ea7
Replication code Expected Shortfall with regulatory countercyclical Stress type add-On. |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 7.8 KB - MD5: dd4fc33b3a7a65c13f8c398ff3a9b7c3
Replication code to estimate worst case higher order risk measures with uncertainty. |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
MS Word - 111.7 KB - MD5: 05d5d1525e9da78e3e786643b2833625
Plan de Gestion de Datos |
May 15, 2024
This paper addresses the inherent procyclicality in widely adopted financial risk measures, such as expected shortfall (ES). We propose an innovative approach utilizing the worst-case higher moment (HM) risk measure, which offers a robust solution to distributional shifts by inco... |
Mar 12, 2024 - Systemic risk in decentralized lending
Castro Iragorri, Carlos, 2024, "Plan de Gestión de Datos", https://doi.org/10.34848/FIHD8K, Universidad del Rosario, V2
Plan de Gestión de Datos |
Mar 12, 2024 -
Plan de Gestión de Datos
Adobe PDF - 302.6 KB - MD5: 0d5c2c682a550d8aac0276f02703aff8
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Unknown - 11.1 MB - MD5: 8e95ae7b69a15faa54acd2637ac05be4
Information on transactions among identified addresses. |
Unknown - 162.1 KB - MD5: ace2077516cc484c6a59319bfe5b0b66
Labels for the nodes in the network |
Unknown - 458.9 KB - MD5: 868fe36d16ba2df311aaea77e6db3825
Balances for the nodes in the network |