The document estimates the risk embraced by Colombian commercial banks, and establishes a measurement of excessive risk-taking that is consistent with such estimation. The construction of the excessive-risk measurement ...

BACKGROUND: Short-term risk assessment tools for prediction of cardiovascular disease events are widely recommended in clinical practice and are used largely for single time-point estimations; however, persons with low ...

In April 2006, the Panama Canal Authority formally proposed a major expansion of the canal to increase its capacity and make it more productive, safe, and efficient. This proposal included cost and schedule estimates for ...

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for ...

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for ...

Market risk exposure plays a key role for nancial institutions risk management. A possible measure for this exposure is to evaluate losses likely to incurwhen the price of the portfolio's assets declines using Value-at-Risk ...