Risk aggregation and dependence structures constitute a fundamental aspect of modern statistical research, particularly in the realms of finance, insurance and risk management. This field addresses ...

Portfolio risk management tools are an essential part of your firm's tech stack. These platforms help you spot risks, compare exposures, and adjust portfolios to match each client's risk tolerance and ...

Reports Outline Risk Management Study Results from University of Chile (Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions) By a News ...

Almost a decade after publishing its BCBS 239 principles on data aggregation and reporting, banks are at different stages in aligning with these principles, according to a BCBS report published today.