Results 1 - 10 of 2,665

Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach

by Kenneth A. Froot, Jeremy C. Stein, Anthony M. Santomero , 1996
"... : We develop a framework for analyzing the capital allocation and capital structure decisions facing financial institutions such as banks. Our model incorporates two key features: i) value-maximizing banks have a well-founded concern with risk management; and ii) not all the risks they face can be ..."
Abstract - Cited by 240 (7 self) - Add to MetaCart
be frictionlessly hedged in the capital market. This approach allows us to show how bank-level risk management considerations should factor into the pricing of those risks that cannot be easily hedged. We examine several applications, including: the evaluation of proprietary trading operations; and the pricing

Xen and the art of virtualization

by Paul Barham, Boris Dragovic, Keir Fraser, Steven Hand, Tim Harris, Alex Ho, Rolf Neugebauer, Ian Pratt, Andrew Warfield - IN SOSP , 2003
"... Numerous systems have been designed which use virtualization to subdivide the ample resources of a modern computer. Some require specialized hardware, or cannot support commodity operating systems. Some target 100 % binary compatibility at the expense of performance. Others sacrifice security or fun ..."
Abstract - Cited by 2010 (35 self) - Add to MetaCart
or functionality for speed. Few offer resource isolation or performance guarantees; most provide only best-effort provisioning, risking denial of service. This paper presents Xen, an x86 virtual machine monitor which allows multiple commodity operating systems to share conventional hardware in a safe and resource

Improved proxy re-encryption schemes with applications to secure distributed storage

by Giuseppe Ateniese, Kevin Fu, Matthew Green, Susan Hohenberger - IN NDSS , 2005
"... In 1998, Blaze, Bleumer, and Strauss proposed an application called atomic proxy re-encryption, in which a semi-trusted proxy converts a ciphertext for Alice into a ciphertext for Bob without seeing the underlying plaintext. We predict that fast and secure re-encryption will become increasingly popu ..."
Abstract - Cited by 203 (15 self) - Add to MetaCart
popular as a method for managing encrypted file systems. Although efficiently computable, the wide-spread adoption of BBS re-encryption has been hindered by considerable security risks. Following recent work of Ivan and Dodis, we present new re-encryption schemes that realize a stronger notion of security

A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks

by Joshua V. Rosenberg, Til Schuermann , 2005
"... Integrated risk management in a financial institution requires an approach for aggregating risk types (market, credit, and operational) whose distributional shapes vary considerably. In this paper, we construct the joint risk distribution for a typical large, internationally active bank using the me ..."
Abstract - Cited by 73 (3 self) - Add to MetaCart
Integrated risk management in a financial institution requires an approach for aggregating risk types (market, credit, and operational) whose distributional shapes vary considerably. In this paper, we construct the joint risk distribution for a typical large, internationally active bank using

A classification of natural rivers.

by David L Rosgen - Catena , 1994
"... Abstract A classification system for natural rivers is presented in which a morphological arrangement of stream characteristics is organized into relatively homogeneous stream types. This paper describes morphologically similar stream reaches that are divided into 7 major stream type categories tha ..."
Abstract - Cited by 173 (1 self) - Add to MetaCart
in the mountains to the coastal plains. A stream hierarchical inventory system is presented which utilizes the stream classification system. Examples for use of this stream classification system for engineering, fish habitat enhancement, restoration and water resource management applications are presented

CONSIDERATIONS

by King Edward, Memorial Hospital
"... The Australian Health Minister’s Advisory Council (AHMAC) Committee [2000] found that autologous blood donation has limited use and that it should not be encouraged for most people in the community. There is now a very low risk of infections occurring from the general blood supply. It concluded that ..."
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The Australian Health Minister’s Advisory Council (AHMAC) Committee [2000] found that autologous blood donation has limited use and that it should not be encouraged for most people in the community. There is now a very low risk of infections occurring from the general blood supply. It concluded

Risk-Benefit Considerations in the Management

by Of Polymyalgia Rheumatica, W. Chang
"... Management of the polymyalgia rheumatica syndrome (PMR) is controversial. Grat-ifying symptomatic response usually occurs after treatment with nonsteroidal anti-inflammatory drugs or low doses of corticosteroids. However, some PMR patients are at risk of sudden blindness from an associated disease, ..."
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Management of the polymyalgia rheumatica syndrome (PMR) is controversial. Grat-ifying symptomatic response usually occurs after treatment with nonsteroidal anti-inflammatory drugs or low doses of corticosteroids. However, some PMR patients are at risk of sudden blindness from an associated disease

Measuring systemic risk: A risk management approach

by Alfred Lehar, Jel-codes C - Journal of Banking and Finance , 2005
"... This paper proposes a new method to measure and monitor the risk in a bank-ing system. Standard tools that regulators require banks to use for their internal risk management are applied at the level of the banking system to measure the risk of a regulator’s portfolio. Using a sample of international ..."
Abstract - Cited by 63 (1 self) - Add to MetaCart
This paper proposes a new method to measure and monitor the risk in a bank-ing system. Standard tools that regulators require banks to use for their internal risk management are applied at the level of the banking system to measure the risk of a regulator’s portfolio. Using a sample

Year IX, No.11/2010 243 1. General considerations

by unknown authors
"... Banking risk management objective is to optimize risk / return and this is an important determinant of banking strategy. The profits obtained by the bank are a direct consequence of its own type of strategy adopted by the bank management for the purposes of accepting or not the risks in banking acti ..."
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Banking risk management objective is to optimize risk / return and this is an important determinant of banking strategy. The profits obtained by the bank are a direct consequence of its own type of strategy adopted by the bank management for the purposes of accepting or not the risks in banking

Extreme value theory as a risk management tool

by Paul Embrechts, Sidney I. Resnick, Gennady Samorodnitsky - North American Actuarial Journal , 1999
"... The financial industry, including banking and insurance, is undergoing major changes. The (re)insurance industry is increasingly exposed to catastrophic losses for which the requested cover is only just available. An increasing complexity of financial instruments calls for sophisticated risk managem ..."
Abstract - Cited by 83 (1 self) - Add to MetaCart
management tools. The securitization of risk and alternative risk transfer highlight the convergence of finance and insurance at the product level. Extreme value theory plays an important methodological role within risk management for insurance, reinsurance, and finance. 1.
Results 1 - 10 of 2,665