Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial Concept
|
| gptkbp:component |
gptkb:Enterprise_Risk_Management
Financial Risk Management |
| https://www.w3.org/2000/01/rdf-schema#label |
Measuring Market Risk
|
| gptkbp:measures |
Market Volatility
Portfolio Risk Potential Losses |
| gptkbp:method |
gptkb:Monte_Carlo_Simulation
Historical Simulation Variance-Covariance Approach |
| gptkbp:regulates |
gptkb:Basel_Accords
gptkb:IFRS_7 |
| gptkbp:relatedTo |
gptkb:Value_at_Risk
Risk Management Market Risk Expected Shortfall |
| gptkbp:usedIn |
gptkb:insurance
Banking Asset Management |
| gptkbp:uses |
gptkb:Stress_Testing
Scenario Analysis |
| gptkbp:bfsParent |
gptkb:Kevin_Dowd
|
| gptkbp:bfsLayer |
6
|