Statistics Seminar:: Rapid Detection of Bias in Forecasts of Financial Risk

Event Details
  • Date/Time:
    • Wednesday April 13, 2005
      12:00 pm - 12:00 am
  • Location: 228 ISyE Main Building
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: Statistics Seminar:: Rapid Detection of Bias in Forecasts of Financial Risk

Full Summary: Statistics Seminar:: Rapid Detection of Bias in Forecasts of Financial Risk

Banking and insurance regulators, portfolio managers, corporate finance officers and others charged with the oversight or management of financial risk rely on daily forecasts of financial risk, such as Value-at-Risk (VaR). Financial risk may be characterized in many ways, all fundamentally related to the distribution of the gain over some time horizon, where a loss is represented as a negative gain. The value-at-risk measure simplifies the complex matter of financial risk characterization into a statement of the following form:

Additional Information

In Campus Calendar
No
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
No audiences were selected.
Categories
Seminar/Lecture/Colloquium
Keywords
No keywords were submitted.
Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:38am
  • Last Updated: Oct 7, 2016 - 9:52pm