The AICPA & CIMA have partnered with ISACA to release a new joint publication that identifies risks organizations should consider when evaluating whether to implement blockchain technology. In a white ...
VOA Hard Fail – July 10, 2003 Inc 6/5S rtn Grab Sample (16 Dec 02) results will be presented at 29 July FACB – within limits SA, EA, and OB are working on identifying replacement hardware VOA. FMK — ...
This paper develops a method for estimating value-at-risk and conditional value-at-risk when the underlying risk factors follow a beta distribution in a univariate and a matrix-variate setting. For ...
Harry Markowitz famously quipped that diversification is the only free lunch in investing. What he did not say is that this is only true if correlations are known and stable over time. Markowitz’s ...
This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology that uses aggregate proportions data. This methodology is ideal for credit-risk ...
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