TY  - ADVS
AU  - Jacobs,Michael
TI  - Models for risk aggregation and sensitivity analysis: an application to bank economic capital 
T2  - Risk management for sovereign institutions : innovations in strategic risk management for volatile times,
PY  - 2012///
CY  - London
PB  - Henry Stewart Talks
KW  - Bank capital.
KW  - Banks and banking
KW  - Risk management
KW  - Finance
KW  - Mathematical models
KW  - Financial risk management.
KW  - Risk assessment
KW  - Econometric models.
N1  - Animated audio-visual presentation with synchronized narration; Title from title frames; Contents: Value at Risk -- The method of copulas -- Data description -- Call report variables -- Call report and CRSP -- Loss distributions -- Time series -- 5 risk types -- Dependogram of multivariate tests -- Diversification benefit -- Copula goodness of fit (GOF) -- Bootstrap of margins & correlations; Access restricted to subscribers
UR  - https://hstalks.com/bm/2271/
UR  - https://hstalks.com/bm/p/670/
ER  -