Monte Carlo simulation

Content type Date Title Tags
ERM Resource 17/05/2019 Quantitative risk management in gas injection project: a case study from Oman oil and gas industry Monte Carlo simulation, Project Management, Project Risk Quantitative Assessment, Quantitative analysis, Risk analysis, Risk Management
ERM Resource 07/09/2017 Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins Contagion Risk, Economic / Risk Based Capital, Market cost of capital, Monte Carlo simulation, No specific risk, Parameter Risk, risk margins
ERM Resource 29/07/2015 Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Concentration Risk, Credit and Counterparty Risk, Diversification, Granularity adjustment, Idiosyncratic risk, Monte Carlo simulation, Risk Management Tools and Techniques, Systemic Risk, value at risk
ERM Resource 29/07/2015 Reputational effects of Operational Risk Events for Financial Institutions abnormal return, Economic capital., event study, internal fraud, market model, Monte Carlo simulation, No category, Operational Risk, operational risk, Reputational Risk, Value atrisk