Extreme Value Theory

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	29/07/2015	An Application of Extreme Value Theory for Measuring Financial Risk	Extreme Event Risk Extreme Value Theory Generalized Extreme Value Distribution Generalized Pareto Distribution Maximum Likelihood Estimation Profile Likelihood Confidence Intervals Quantile Estimation Risk Management Tools and Techniques Risk measures
ERM Resource	29/07/2015	Contagion Risk in the International Banking System and Implications for London as a Global Financial Center	bank soundness co-exceedance Contagion Risk Contagion Risk distance-to-default Extreme Value Theory LOGIT No category