# What is involved in Risk Modeling

Find out what the related areas are that Risk Modeling connects with, associates with, correlates with or affects, and which require thought, deliberation, analysis, review and discussion. This unique checklist stands out in a sense that it is not per-se designed to give answers, but to engage the reader and lay out a Risk Modeling thinking-frame.

## How far is your company on its Risk Modeling journey?

Take this short survey to gauge your organization’s progress toward Risk Modeling leadership. Learn your strongest and weakest areas, and what you can do now to create a strategy that delivers results.

To address the criteria in this checklist for your organization, extensive selected resources are provided for sources of further research and information.

# Start the Checklist

Below you will find a quick checklist designed to help you think about which Risk Modeling related domains to cover and 172 essential critical questions to check off in that domain.

The following domains are covered:

Risk Modeling, Risk analysis, Power law, Value at risk, Reputational risk, Mathematical finance, Risk-adjusted return on capital, Market portfolio, Risk-free interest rate, Gaussian distribution, Margin at risk, Operational risk management, Price area risk, Operational risk, Expected return, Corporate scandals, Sarbanes-Oxley Act, Risk Modeling, Financial risk management, Systemic risk, Levy function, Holding period risk, Financial economics, Margining risk, Commodity risk, Liquidity at risk, Nassim Nicholas Taleb, Financial crisis of 2007–2010, Standard deviation, Fat-tailed distribution, Concentration risk, Financial modeling, Refinancing risk, Consumer credit risk, Random House, Investment management, Historical simulation, Basis risk, Basel II, Systematic risk, Legal risk, Financial risk, Knightian uncertainty, Sharpe ratio, Interest rate risk, Valuation risk, Profit risk, Black-Scholes model, Credit derivative, The Black Swan, The New Palgrave, Modern portfolio theory, Risk pool, Foreign exchange risk, Profit at risk, Credit risk, Extreme value theory, Volume risk, Damiano Brigo, Market risk, Liquidity risk, Equity risk, Risk parity, Settlement risk, The Economist, Financial risk modeling, Shape risk, Capital requirement, Benoît Mandelbrot, Volatility risk, Financial Times:

### Risk Modeling Critical Criteria:

Have a round table over Risk Modeling failures and look for lots of ideas.

– Does Risk Modeling include applications and information with regulatory compliance significance (or other contractual conditions that must be formally complied with) in a new or unique manner for which no approved security requirements, templates or design models exist?

– Are there Risk Modeling problems defined?

– Do we have past Risk Modeling Successes?

### Risk analysis Critical Criteria:

Have a meeting on Risk analysis engagements and integrate design thinking in Risk analysis innovation.

– How do risk analysis and Risk Management inform your organizations decisionmaking processes for long-range system planning, major project description and cost estimation, priority programming, and project development?

– What levels of assurance are needed and how can the risk analysis benefit setting standards and policy functions?

– In which two Service Management processes would you be most likely to use a risk analysis and management method?

– Does Risk Modeling create potential expectations in other areas that need to be recognized and considered?

– How does the business impact analysis use data from Risk Management and risk analysis?

– How likely is the current Risk Modeling plan to come in on schedule or on budget?

– How do we do risk analysis of rare, cascading, catastrophic events?

– With risk analysis do we answer the question how big is the risk?

– Are we Assessing Risk Modeling and Risk?

### Power law Critical Criteria:

Study Power law issues and pioneer acquisition of Power law systems.

– How do we make it meaningful in connecting Risk Modeling with what users do day-to-day?

– What sources do you use to gather information for a Risk Modeling study?

– Which Risk Modeling goals are the most important?

### Value at risk Critical Criteria:

Facilitate Value at risk governance and perfect Value at risk conflict management.

– What are the key elements of your Risk Modeling performance improvement system, including your evaluation, organizational learning, and innovation processes?

– Does our organization need more Risk Modeling education?

### Reputational risk Critical Criteria:

Adapt Reputational risk planning and explore and align the progress in Reputational risk.

– What other jobs or tasks affect the performance of the steps in the Risk Modeling process?

– How do we know that any Risk Modeling analysis is complete and comprehensive?

– What are our Risk Modeling Processes?

### Mathematical finance Critical Criteria:

Refer to Mathematical finance strategies and report on the economics of relationships managing Mathematical finance and constraints.

– How do you incorporate cycle time, productivity, cost control, and other efficiency and effectiveness factors into these Risk Modeling processes?

– In what ways are Risk Modeling vendors and us interacting to ensure safe and effective use?

### Risk-adjusted return on capital Critical Criteria:

Examine Risk-adjusted return on capital tactics and adopt an insight outlook.

– What new services of functionality will be implemented next with Risk Modeling ?

– What are internal and external Risk Modeling relations?

### Market portfolio Critical Criteria:

Inquire about Market portfolio goals and plan concise Market portfolio education.

– Record-keeping requirements flow from the records needed as inputs, outputs, controls and for transformation of a Risk Modeling process. ask yourself: are the records needed as inputs to the Risk Modeling process available?

– What is the source of the strategies for Risk Modeling strengthening and reform?

– What are the usability implications of Risk Modeling actions?

### Risk-free interest rate Critical Criteria:

Recall Risk-free interest rate planning and devote time assessing Risk-free interest rate and its risk.

– Will Risk Modeling have an impact on current business continuity, disaster recovery processes and/or infrastructure?

– How does the organization define, manage, and improve its Risk Modeling processes?

– What are the short and long-term Risk Modeling goals?

### Gaussian distribution Critical Criteria:

Incorporate Gaussian distribution projects and budget the knowledge transfer for any interested in Gaussian distribution.

– Is there a Risk Modeling Communication plan covering who needs to get what information when?

### Margin at risk Critical Criteria:

Jump start Margin at risk tasks and innovate what needs to be done with Margin at risk.

– Which customers cant participate in our Risk Modeling domain because they lack skills, wealth, or convenient access to existing solutions?

– Is the Risk Modeling organization completing tasks effectively and efficiently?

### Operational risk management Critical Criteria:

Consult on Operational risk management visions and revise understanding of Operational risk management architectures.

– Marketing budgets are tighter, consumers are more skeptical, and social media has changed forever the way we talk about Risk Modeling. How do we gain traction?

– What are the Essentials of Internal Risk Modeling Management?

### Price area risk Critical Criteria:

Facilitate Price area risk adoptions and oversee implementation of Price area risk.

– Do we aggressively reward and promote the people who have the biggest impact on creating excellent Risk Modeling services/products?

– What is the total cost related to deploying Risk Modeling, including any consulting or professional services?

– What are our needs in relation to Risk Modeling skills, labor, equipment, and markets?

### Operational risk Critical Criteria:

Participate in Operational risk projects and shift your focus.

– How will you measure your Risk Modeling effectiveness?

– Is Risk Modeling Required?

### Expected return Critical Criteria:

Drive Expected return quality and modify and define the unique characteristics of interactive Expected return projects.

– Think about the people you identified for your Risk Modeling project and the project responsibilities you would assign to them. what kind of training do you think they would need to perform these responsibilities effectively?

– Think about the functions involved in your Risk Modeling project. what processes flow from these functions?

– Does the expected return on investment (roi) of this new collection justify putting it in place?

– What about Risk Modeling Analysis of results?

### Corporate scandals Critical Criteria:

Unify Corporate scandals quality and ask what if.

– Where do ideas that reach policy makers and planners as proposals for Risk Modeling strengthening and reform actually originate?

– What is our formula for success in Risk Modeling ?

– What are specific Risk Modeling Rules to follow?

### Sarbanes-Oxley Act Critical Criteria:

Huddle over Sarbanes-Oxley Act adoptions and achieve a single Sarbanes-Oxley Act view and bringing data together.

– What knowledge, skills and characteristics mark a good Risk Modeling project manager?

– How can the value of Risk Modeling be defined?

### Risk Modeling Critical Criteria:

Examine Risk Modeling issues and change contexts.

– How do you determine the key elements that affect Risk Modeling workforce satisfaction? how are these elements determined for different workforce groups and segments?

– Is Risk Modeling Realistic, or are you setting yourself up for failure?

### Financial risk management Critical Criteria:

Deliberate over Financial risk management goals and get answers.

– How important is Risk Modeling to the user organizations mission?

– Which individuals, teams or departments will be involved in Risk Modeling?

– Can Management personnel recognize the monetary benefit of Risk Modeling?

### Systemic risk Critical Criteria:

Communicate about Systemic risk strategies and summarize a clear Systemic risk focus.

– When developing and capitalizing on IoT solutions, do we as owners consider the societal cost, systemic risk, and risk externality to avoid what may be called designer hubris. In other words, why add features when theyre not needed and contribute to the insecurity/fragility of the whole system?

– Who is the main stakeholder, with ultimate responsibility for driving Risk Modeling forward?

– What are the barriers to increased Risk Modeling production?

– How would one define Risk Modeling leadership?

### Levy function Critical Criteria:

Analyze Levy function outcomes and summarize a clear Levy function focus.

– Think about the kind of project structure that would be appropriate for your Risk Modeling project. should it be formal and complex, or can it be less formal and relatively simple?

– How do your measurements capture actionable Risk Modeling information for use in exceeding your customers expectations and securing your customers engagement?

– How do we manage Risk Modeling Knowledge Management (KM)?

### Holding period risk Critical Criteria:

Generalize Holding period risk issues and know what your objective is.

– Can we do Risk Modeling without complex (expensive) analysis?

### Financial economics Critical Criteria:

Own Financial economics management and acquire concise Financial economics education.

– How do we ensure that implementations of Risk Modeling products are done in a way that ensures safety?

– Do the Risk Modeling decisions we make today help people and the planet tomorrow?

### Margining risk Critical Criteria:

Start Margining risk projects and sort Margining risk activities.

– Who will be responsible for making the decisions to include or exclude requested changes once Risk Modeling is underway?

– How do we go about Securing Risk Modeling?

### Commodity risk Critical Criteria:

Co-operate on Commodity risk governance and inform on and uncover unspoken needs and breakthrough Commodity risk results.

– Do you monitor the effectiveness of your Risk Modeling activities?

### Liquidity at risk Critical Criteria:

Start Liquidity at risk decisions and get answers.

– How much does Risk Modeling help?

### Nassim Nicholas Taleb Critical Criteria:

Talk about Nassim Nicholas Taleb engagements and be persistent.

– What may be the consequences for the performance of an organization if all stakeholders are not consulted regarding Risk Modeling?

– How can skill-level changes improve Risk Modeling?

### Financial crisis of 2007–2010 Critical Criteria:

Reconstruct Financial crisis of 2007–2010 management and get the big picture.

– Are assumptions made in Risk Modeling stated explicitly?

### Standard deviation Critical Criteria:

Understand Standard deviation management and frame using storytelling to create more compelling Standard deviation projects.

– Is the standard deviation of the stock equal to the standard deviation of the market?

### Fat-tailed distribution Critical Criteria:

Probe Fat-tailed distribution failures and oversee Fat-tailed distribution requirements.

– Is Supporting Risk Modeling documentation required?

### Concentration risk Critical Criteria:

Accommodate Concentration risk visions and change contexts.

– Do several people in different organizational units assist with the Risk Modeling process?

– What are the record-keeping requirements of Risk Modeling activities?

### Financial modeling Critical Criteria:

Concentrate on Financial modeling tactics and point out improvements in Financial modeling.

– Does Risk Modeling analysis show the relationships among important Risk Modeling factors?

– Have all basic functions of Risk Modeling been defined?

### Refinancing risk Critical Criteria:

Grasp Refinancing risk tactics and learn.

– Does Risk Modeling systematically track and analyze outcomes for accountability and quality improvement?

– What role does communication play in the success or failure of a Risk Modeling project?

### Consumer credit risk Critical Criteria:

Conceptualize Consumer credit risk issues and develop and take control of the Consumer credit risk initiative.

– What tools do you use once you have decided on a Risk Modeling strategy and more importantly how do you choose?

– Who needs to know about Risk Modeling ?

### Random House Critical Criteria:

Study Random House leadership and explain and analyze the challenges of Random House.

– Will Risk Modeling deliverables need to be tested and, if so, by whom?

### Investment management Critical Criteria:

Consult on Investment management failures and gather Investment management models .

### Historical simulation Critical Criteria:

Devise Historical simulation issues and create a map for yourself.

– How will you know that the Risk Modeling project has been successful?

– Is the scope of Risk Modeling defined?

### Basis risk Critical Criteria:

Study Basis risk adoptions and pioneer acquisition of Basis risk systems.

– Will new equipment/products be required to facilitate Risk Modeling delivery for example is new software needed?

– What is our Risk Modeling Strategy?

### Basel II Critical Criteria:

Think about Basel II strategies and probe the present value of growth of Basel II.

– What are your most important goals for the strategic Risk Modeling objectives?

– What is the purpose of Risk Modeling in relation to the mission?

### Systematic risk Critical Criteria:

Bootstrap Systematic risk adoptions and oversee implementation of Systematic risk.

– How do senior leaders actions reflect a commitment to the organizations Risk Modeling values?

### Legal risk Critical Criteria:

Coach on Legal risk engagements and describe the risks of Legal risk sustainability.

– Who is responsible for ensuring appropriate resources (time, people and money) are allocated to Risk Modeling?

– What are the legal risks in using Big Data/People Analytics in hiring?

– Does Risk Modeling appropriately measure and monitor risk?

– Why are Risk Modeling skills important?

### Financial risk Critical Criteria:

Think carefully about Financial risk outcomes and test out new things.

– Financial risk -can the organization afford to undertake the project?

– How can we improve Risk Modeling?

### Knightian uncertainty Critical Criteria:

Grasp Knightian uncertainty quality and figure out ways to motivate other Knightian uncertainty users.

– What are the Key enablers to make this Risk Modeling move?

### Sharpe ratio Critical Criteria:

Administer Sharpe ratio goals and visualize why should people listen to you regarding Sharpe ratio.

### Interest rate risk Critical Criteria:

Guard Interest rate risk strategies and adjust implementation of Interest rate risk.

– At what point will vulnerability assessments be performed once Risk Modeling is put into production (e.g., ongoing Risk Management after implementation)?

– How do we measure improved Risk Modeling service perception, and satisfaction?

### Valuation risk Critical Criteria:

Co-operate on Valuation risk management and inform on and uncover unspoken needs and breakthrough Valuation risk results.

### Profit risk Critical Criteria:

Confer over Profit risk outcomes and get the big picture.

– What management system can we use to leverage the Risk Modeling experience, ideas, and concerns of the people closest to the work to be done?

### Black-Scholes model Critical Criteria:

Debate over Black-Scholes model projects and revise understanding of Black-Scholes model architectures.

– What are your results for key measures or indicators of the accomplishment of your Risk Modeling strategy and action plans, including building and strengthening core competencies?

### Credit derivative Critical Criteria:

Devise Credit derivative risks and pay attention to the small things.

– what is the best design framework for Risk Modeling organization now that, in a post industrial-age if the top-down, command and control model is no longer relevant?

– Are there any easy-to-implement alternatives to Risk Modeling? Sometimes other solutions are available that do not require the cost implications of a full-blown project?

### The Black Swan Critical Criteria:

Accelerate The Black Swan adoptions and create The Black Swan explanations for all managers.

– Are there any disadvantages to implementing Risk Modeling? There might be some that are less obvious?

– Is there any existing Risk Modeling governance structure?

### The New Palgrave Critical Criteria:

Chart The New Palgrave projects and point out The New Palgrave tensions in leadership.

– What are the success criteria that will indicate that Risk Modeling objectives have been met and the benefits delivered?

### Modern portfolio theory Critical Criteria:

Chart Modern portfolio theory projects and pioneer acquisition of Modern portfolio theory systems.

### Risk pool Critical Criteria:

Start Risk pool goals and innovate what needs to be done with Risk pool.

### Foreign exchange risk Critical Criteria:

Meet over Foreign exchange risk adoptions and forecast involvement of future Foreign exchange risk projects in development.

– What vendors make products that address the Risk Modeling needs?

### Profit at risk Critical Criteria:

Win new insights about Profit at risk projects and mentor Profit at risk customer orientation.

– Do we all define Risk Modeling in the same way?

– How to deal with Risk Modeling Changes?

### Credit risk Critical Criteria:

Learn from Credit risk tasks and explore and align the progress in Credit risk.

– Do those selected for the Risk Modeling team have a good general understanding of what Risk Modeling is all about?

### Extreme value theory Critical Criteria:

Accommodate Extreme value theory failures and assess and formulate effective operational and Extreme value theory strategies.

### Volume risk Critical Criteria:

Adapt Volume risk engagements and devise Volume risk key steps.

– Who sets the Risk Modeling standards?

### Damiano Brigo Critical Criteria:

Co-operate on Damiano Brigo goals and point out improvements in Damiano Brigo.

– How can you measure Risk Modeling in a systematic way?

– How do we maintain Risk Modelings Integrity?

### Market risk Critical Criteria:

Air ideas re Market risk management and reduce Market risk costs.

– Market risk -Will the new service or product be useful to the organization or marketable to others?

– What are all of our Risk Modeling domains and what do they do?

### Liquidity risk Critical Criteria:

Rank Liquidity risk failures and learn.

### Equity risk Critical Criteria:

X-ray Equity risk quality and tour deciding if Equity risk progress is made.

– When a Risk Modeling manager recognizes a problem, what options are available?

### Risk parity Critical Criteria:

Shape Risk parity goals and get the big picture.

– Are accountability and ownership for Risk Modeling clearly defined?

### Settlement risk Critical Criteria:

Consult on Settlement risk risks and separate what are the business goals Settlement risk is aiming to achieve.

### The Economist Critical Criteria:

Value The Economist engagements and slay a dragon.

– Do we monitor the Risk Modeling decisions made and fine tune them as they evolve?

### Financial risk modeling Critical Criteria:

Model after Financial risk modeling decisions and raise human resource and employment practices for Financial risk modeling.

– Consider your own Risk Modeling project. what types of organizational problems do you think might be causing or affecting your problem, based on the work done so far?

– Have you identified your Risk Modeling key performance indicators?

– How do we Lead with Risk Modeling in Mind?

### Shape risk Critical Criteria:

Reason over Shape risk engagements and visualize why should people listen to you regarding Shape risk.

– What other organizational variables, such as reward systems or communication systems, affect the performance of this Risk Modeling process?

– Meeting the challenge: are missed Risk Modeling opportunities costing us money?

### Capital requirement Critical Criteria:

Transcribe Capital requirement management and spearhead techniques for implementing Capital requirement.

### Benoît Mandelbrot Critical Criteria:

Incorporate Benoît Mandelbrot engagements and point out improvements in Benoît Mandelbrot.

– Does Risk Modeling analysis isolate the fundamental causes of problems?

### Volatility risk Critical Criteria:

Add value to Volatility risk leadership and sort Volatility risk activities.

– What is Effective Risk Modeling?

### Financial Times Critical Criteria:

Bootstrap Financial Times outcomes and catalog Financial Times activities.

– Is a Risk Modeling Team Work effort in place?

# Conclusion:

This quick readiness checklist is a selected resource to help you move forward. Learn more about how to achieve comprehensive insights with the Risk Modeling Self Assessment:

https://store.theartofservice.com/Risk-Modeling-Complete-Self-Assessment/

Author: Gerard Blokdijk

CEO at The Art of Service | http://theartofservice.com

gerard.blokdijk@theartofservice.com

https://www.linkedin.com/in/gerardblokdijk

Gerard is the CEO at The Art of Service. He has been providing information technology insights, talks, tools and products to organizations in a wide range of industries for over 25 years. Gerard is a widely recognized and respected information expert. Gerard founded The Art of Service consulting business in 2000. Gerard has authored numerous published books to date.

# External links:

To address the criteria in this checklist, these selected resources are provided for sources of further research and information:

### Risk Modeling External links:

Free Risk Modeling Report

http://Ad · www.sas.com/risk-analytics

Risk Modeling Manager Salaries – Salary.com

https://www1.salary.com/Risk-Modeling-Manager-Salary.html

Free Risk Modeling Report

http://Ad · www.sas.com/risk-analytics

### Risk analysis External links:

The Fed – Risk Analysis – United States dollar

https://www.federalreserve.gov/econres/rsra-staff.htm

What is Risk Analysis? – Definition from Techopedia

http://www.techopedia.com/definition/16522/risk-analysis

What is risk analysis? – Definition from WhatIs.com

http://searchmidmarketsecurity.techtarget.com/definition/risk-analysis

### Power law External links:

Akin Gump Energy Lawyers | Power Law firm | Energy Law …

https://www.akingump.com/en/experience/industries/energy/index.html

Power law – encyclopedia article – Citizendium

http://en.citizendium.org/wiki/Power_law

### Value at risk External links:

Conditional Value At Risk – CVaR – Investopedia

http://www.investopedia.com/terms/c/conditional_value_at_risk.asp

[PDF]Title: Value At Risk: Theory And Practice Author: …

http://www.openisbn.com/download/0123540100.pdf

### Mathematical finance External links:

The Eastern Conference on Mathematical Finance – …

https://wp.nyu.edu/easterncmf

MS in Mathematical Finance | Questrom School of Business

http://www.bu.edu/questrom/degree-programs/ms-in-mathematical-finance

[PDF]Xinfu Chen Mathematical Finance II – University of …

http://www.math.pitt.edu/~xfc/math3226/Notes.pdf

### Risk-adjusted return on capital External links:

FRM: Risk-adjusted return on capital (RAROC) – YouTube

https://www.youtube.com/watch?v=JUF-UScpEqs

Risk-adjusted return on capital (Raroc) definition – Risk.net

https://www.risk.net/definition/risk-adjusted-return-capital-raroc

Risk-Adjusted Return On Capital – RAROC – Investopedia

http://www.investopedia.com/terms/r/raroc.asp

### Market portfolio External links:

[PDF]Prudential Series Government Money Market Portfolio …

https://www.retirement.prudential.com/RSO/web/fundsheets/A0051U.pdf

BlackRock Government Money Market Portfolio | …

https://www.blackrock.com/cash/en-us/products/282860

### Gaussian distribution External links:

Gaussian Distribution – Georgia State University

http://hyperphysics.phy-astr.gsu.edu/hbase/math/gaufcn.html

Gaussian Distribution Function – HyperPhysics Concepts

http://hyperphysics.phy-astr.gsu.edu/hbase/Math/gaufcn.html

[PDF]The Multivariate Gaussian Distribution

http://cs229.stanford.edu/section/gaussians.pdf

### Margin at risk External links:

Title: GROSS MARGIN AT RISK (GMAR) – Tenders Online

http://www.tendersonline.com.au/TenderDetails.aspx?uid=416846

Margin at risk – Revolvy

https://topics.revolvy.com/topic/Margin at risk

### Operational risk management External links:

ABA Certificate in Operational Risk Management

https://www.aba.com/Training/DC/Pages/ormcertificate.aspx

### Operational risk External links:

ABA Certificate in Operational Risk Management

https://www.aba.com/Training/DC/Pages/ormcertificate.aspx

Elements of an Operational Risk Management Program

https://www.aba.com/Training/Online/Courses/Pages/OTBRM-EORMP.aspx

Operational Risk – Investopedia

http://www.investopedia.com/terms/o/operational_risk.asp

### Expected return External links:

Expected Return – Investopedia

http://www.investopedia.com/terms/e/expectedreturn.asp

[PDF]Part II Security Beta Expected return

http://web2.uwindsor.ca/courses/business/assaf/p&sw05s2.PDF

Expected Return – IRS Tax Map

https://taxmap.irs.gov/taxmap/ts0/expectedreturn_o_7429571e.htm

### Corporate scandals External links:

Corporate Scandals – tallytag.store

http://tallytag.store/corporate/scandals/corporate_scandals.pdf

Free corporate scandals Essays and Papers – 123HelpMe

http://www.123helpme.com/search.asp?text=corporate+scandals

25 Biggest Corporate Scandals Ever – List25

http://list25.com/25-biggest-corporate-scandals-ever

### Sarbanes-Oxley Act External links:

Sarbanes-Oxley Act Of 2002 – SOX – Investopedia

http://www.investopedia.com/terms/s/sarbanesoxleyact.asp

Sarbanes-Oxley Act Flashcards | Quizlet

https://quizlet.com/14412325/sarbanes-oxley-act-flash-cards

Sarbanes-Oxley Act of 2002 Flashcards | Quizlet

https://quizlet.com/52062880/sarbanes-oxley-act-of-2002-flash-cards

### Risk Modeling External links:

[PDF]COMPLIANCE RISK MODELING AND RESOURCE …

https://www.irs.gov/pub/irs-soi/sumtr5-1.pdf

Risk Modeling Manager Salaries – Salary.com

https://www1.salary.com/Risk-Modeling-Manager-Salary.html

### Financial risk management External links:

What Is Financial Risk Management? | Chron.com

http://smallbusiness.chron.com/financial-risk-management-43326.html

Financial Risk Management – Farin

https://www.farin.com

### Systemic risk External links:

European Systemic Risk Board – Official Site

https://www.esrb.europa.eu

H.R.3312 – Systemic Risk Designation Improvement Act …

https://www.congress.gov/bill/115th-congress/house-bill/3312

H.R. 3312, Systemic Risk Designation Improvement Act …

https://www.cbo.gov/publication/53317

### Holding period risk External links:

Holding period risk – Revolvy

https://topics.revolvy.com/topic/Holding period risk

Holding Period Risk definitions – Defined Term

https://definedterm.com/holding_period_risk

Holding period risk – WOW.com

http://www.wow.com/wiki/Holding_period_risk

### Financial economics External links:

Financial economics (eBook, 2012) [WorldCat.org]

http://www.worldcat.org/title/financial-economics/oclc/795315410

What is FINANCIAL ECONOMICS? definition of …

http://thelawdictionary.org/financial-economics

Overview – M.S. in Quantitative Financial Economics

https://business.okstate.edu/watson/msqfe

### Margining risk External links:

[PDF]Portfolio Margining Risk Disclosure Statement

http://images.optionsxpress.com/static/pdf/disclosure_and_acknowledgement.pdf

### Commodity risk External links:

Commodity risk news and analysis articles – Risk.net

https://www.risk.net/topics/commodity-risk

### Nassim Nicholas Taleb External links:

Nassim Nicholas Taleb – Medium

https://medium.com/@nntaleb

Nassim Nicholas Taleb – Home | Facebook

https://www.facebook.com/pages/Nassim-Nicholas-Taleb/13012333374

### Standard deviation External links:

Standard Deviation and Variance – Math Is Fun

https://www.mathsisfun.com/data/standard-deviation.html

Standard Deviation Calculator

http://www.calculator.net/standard-deviation-calculator.html

Standard Deviation : NPR

https://www.npr.org/books/titles/529161581/standard-deviation

### Fat-tailed distribution External links:

Fat-tailed distribution – YouTube

https://www.youtube.com/watch?v=ws3nUHRKZAo

Fat-Tailed Distribution | Stock Market Student

https://stockmarketstudent.com/fat-tailed-distribution

Fat-tailed distribution – Helpified

https://helpified.com/links/fat-tailed-distribution

### Concentration risk External links:

[PDF]Managing Equity- Concentration Risk – Citi Private Bank

https://www.privatebank.citibank.com/doc/conc_equity_risk.pdf

Concentrate on Concentration Risk | FINRA.org

http://www.finra.org/investors/concentrate-concentration-risk

Correspondent Concentration Risk | My Banker’s Bank

https://www.mybankersbank.com/correspondent-concentration-risk

### Financial modeling External links:

Financial Modeling – Sharper Insight. Smarter Investing.

http://www.investopedia.com/terms/f/financialmodeling.asp

### Refinancing risk External links:

Refinancing Risk definitions – Defined Term

https://definedterm.com/refinancing_risk

What is reinvestment risk and refinancing risk? – Quora

https://www.quora.com/What-is-reinvestment-risk-and-refinancing-risk

### Consumer credit risk External links:

[PDF]Consumer Credit Risk Models via Machine-Learning …

http://mitsloan.mit.edu/media/Lo_ConsumerCreditRiskModels.pdf

### Random House External links:

Desk Copies — Penguin Random House

https://www.randomhouseacademic.com/desk-copies

Random House | Junie B. Jones | Games | Junie B.’s Closet

http://juniebjones.com/games/junie-b-closet

Penguin Random House Careers – PRH UK Careers Website

https://www.penguinrandomhousecareers.co.uk

### Investment management External links:

Geneva Investment Management of Chicago, LLC.

https://clients.genevaadvisors.com

First Eagle Investment Management

https://www.feim.com

SEC.gov | Investment Management

https://www.sec.gov/investment

### Historical simulation External links:

Historical simulation in finance’s value at risk (VaR) analysis is a procedure for predicting the value at risk by ‘simulating’ or constructing the cumulative distribution function (CDF) of assets returns over time.

http://Reference: en.wikipedia.org/wiki/Historical_simulation_(finance)

[PDF]The Hidden Dangers of Historical Simulation – The Fed

https://www.federalreserve.gov/pubs/feds/2001/200127/200127pap.pdf

Uruk 5000 B.C. Historical Simulation – YouTube

https://www.youtube.com/watch?v=Z5HFQvx0u2c

### Basis risk External links:

Basis risk (versus minimum variance hedge) – YouTube

http://www.youtube.com/watch?v=Bm54Lwd-27U

basis risk – Insurance Glossary | IRMI.com

https://www.irmi.com/online/insurance-glossary/terms/b/basis-risk.aspx

[PDF]Using Futures Spreads to Manage Basis Risk Cattle – …

https://www.cihedging.com/assets/cih/beefmargin/FutureSpread.pdf

### Basel II External links:

What is Basel II? – Video | Investopedia

http://www.investopedia.com/video/play/what-basel-ii

What is Basel II? – Definition from WhatIs.com

http://whatis.techtarget.com/definition/Basel-II

### Systematic risk External links:

Systematic risk financial definition of Systematic risk

https://financial-dictionary.thefreedictionary.com/Systematic+risk

FNCE 3101-Systematic Risk Flashcards | Quizlet

https://quizlet.com/55409137/fnce-3101-systematic-risk-flash-cards

### Legal risk External links:

ASCA – 2018 Minimizing Your Regulatory & Legal Risk

http://www.ascassociation.org/2018regulatory

Legal Risk Placement | The Adoption Exchange

https://www.adoptex.org/legal-risk-placements

### Financial risk External links:

Financial Risk Management – Farin

https://www.farin.com

What Is Financial Risk Management? | Chron.com

http://smallbusiness.chron.com/financial-risk-management-43326.html

Financial Risk – Investopedia

http://www.investopedia.com/terms/f/financialrisk.asp

### Knightian uncertainty External links:

Knightian uncertainty and moral hazard | Scholars@Duke

https://scholars.duke.edu/individual/pub785465

Explained: Knightian uncertainty | MIT News

http://news.mit.edu/2010/explained-knightian-0602

### Sharpe ratio External links:

How to Use the Sharpe Ratio – Morningstar, Inc.

http://news.morningstar.com/classroom2/course.asp?docId=2932&page=5

Sharpe Ratio – Morningstar

http://www.morningstar.com/InvGlossary/sharpe_ratio.aspx

Sharpe Ratio – Investopedia

http://www.investopedia.com/terms/s/sharperatio.asp

### Interest rate risk External links:

Managing interest rate risk with swaps & hedging strategies

https://privatewealth.usbank.com/insights/managing-interest-rate-risk

[PDF]Advisory on Interest Rate Risk Management (the …

http://www.ffiec.gov/PDF/01-12RR_FAQs.pdf

Duration and Bond Interest Rate Risk – Morning star

http://news.morningstar.com/classroom2/course.asp?docId=5323&page=5

### Profit risk External links:

PRA™ – Profit Risk Assessment | Wisconsin …

https://www.wmep.org/pra-profit-risk-assessment

### Credit derivative External links:

Credit Derivative – Investopedia

http://www.investopedia.com/terms/c/creditderivative.asp

Credit derivative – How is Credit derivative abbreviated?

https://acronyms.thefreedictionary.com/Credit+derivative

The Alphabet Soup Of Credit Derivative Indexes – Investopedia

http://www.investopedia.com/articles/optioninvestor/07/credit-der-index.asp

### The Black Swan External links:

The Black Swan (1942) – IMDb

http://www.imdb.com/title/tt0034522

### The New Palgrave External links:

The New Palgrave Dictionary of Economics Online: Articles A-Z

http://www.dictionaryofeconomics.com/articles_az?result_number=2631

[PDF]S. N. Durlauf and L. E. Blume, The New Palgrave …

https://www2.bc.edu/james-anderson/palgravetrade.pdf

[PDF]The New Palgrave – dsems.unile.it

http://www.dsems.unile.it/upload/sub/about the Department/Viti de Marco.pdf

### Modern portfolio theory External links:

Modern Portfolio Theory Essay – 5180 Words – StudyMode

http://www.studymode.com/essays/Modern-Portfolio-Theory-109562.html

Modern portfolio theory (Book, 1995) [WorldCat.org]

http://www.worldcat.org/title/modern-portfolio-theory/oclc/31328365

Modern Portfolio Theory: Why It’s Still Hip – Investopedia

http://www.investopedia.com/articles/06/mpt.asp

### Risk pool External links:

The risk pool (Book, 1988) [WorldCat.org]

http://www.worldcat.org/title/risk-pool/oclc/17803510

The risk pool (Book, 1994) [WorldCat.org]

http://www.worldcat.org/title/risk-pool/oclc/31000820

High Risk Pools and ACA Coverage for the Uninsurable

http://www.ncsl.org/research/health/high-risk-pools-for-health-coverage.aspx

### Foreign exchange risk External links:

Forex Tutorial: Foreign Exchange Risk and Benefits

http://www.investopedia.com/university/forexmarket/forex3.asp

Foreign exchange risk (Book, 1976) [WorldCat.org]

http://www.worldcat.org/title/foreign-exchange-risk/oclc/1863507

[PDF]foreign exchange risk management – CBA

http://www.cbaruba.org/cba/readBlob.do?id=161

### Credit risk External links:

Reduce Credit Risk with help from Experian.com

http://www.experian.com/business-information/reduce-credit-risk.html

Leader in Credit Risk Analytics – CreditEdge.com

https://www.creditedge.com

Credit Risk – Investopedia

http://www.investopedia.com/terms/c/creditrisk.asp

### Extreme value theory External links:

[PDF]Extreme Value Theory: Fuhgetaboudit

http://www.fooledbyrandomness.com/EVT.pdf

[PDF]Extreme Value Theory as a Risk Management Tool

http://www.casact.org/library/studynotes/Embrechts_ExtremeValue.pdf

[PDF]Extreme Value Theory to Estimating Value at Risk

http://www.unc.edu/~rls/s890/FengLiuWriteup.pdf

### Volume risk External links:

Volume Risk – Open Risk Manual

http://www.openriskmanual.org/wiki/Volume_Risk

### Damiano Brigo External links:

Damiano Brigo – The Mathematics Genealogy Project

https://www.genealogy.math.ndsu.nodak.edu/id.php?id=80112

Damiano Brigo (Prof.) – Home | Facebook

https://www.facebook.com/professorbrigo

### Market risk External links:

Market Risk Definition | Investopedia

http://www.investopedia.com/terms/m/marketrisk.asp

CFTC’s Market Risk Advisory Committee to Meet on June …

http://www.cftc.gov/PressRoom/Events/opaevent_mrac062017

### Liquidity risk External links:

What is Liquidity Risk? definition and meaning

http://www.investorwords.com/2841/liquidity_risk.html

[PDF]Final Rule: Investment Company Liquidity Risk …

https://www.sec.gov/rules/final/2016/33-10233.pdf

Liquidity Risk Management | BBVA Compass

https://www.bbvacompass.com/commercial/liquidity-management.html

### Equity risk External links:

Equity Risk Premium – Investopedia

http://www.investopedia.com/terms/e/equityriskpremium.asp

FDA: Estimating Equity Risk Premiums

https://archive.nyu.edu/handle/2451/26918

Equity Risk Partners | Who We Are

http://www.equityrisk.com/about

### Risk parity External links:

[PDF]The Risk Parity Parallax – Granicus

http://sdcera.granicus.com/MetaViewer.php?view_id=2&clip_id=517&meta_id=55559

risk parity approach – Investopedia

http://www.investopedia.com/terms/r/risk-parity.asp

Risk parity fundamentals (Book, 2016) [WorldCat.org]

https://www.worldcat.org/title/risk-parity-fundamentals/oclc/922920172

### Settlement risk External links:

[PDF]Notice of Closing or Settlement Risk – Missouri

https://insurance.mo.gov/laws/documents/FormT-32008-06-25.pdf

What is SETTLEMENT RISK – Black’s Law Dictionary

http://thelawdictionary.org/settlement-risk

Settlement Risk – Investopedia

http://www.investopedia.com/terms/s/settlementrisk.asp

### The Economist External links:

The Economist Events

https://events.economist.com

The Economist Radio

https://radio.economist.com

The Economist – Official Site

https://www.economist.com

### Financial risk modeling External links:

Operational and Financial Risk Modeling for Renewable …

https://www.euci.com/event_post/0817-risk-modeling-renewables

Statistics.com – Financial Risk Modeling

https://www.statistics.com/financial-risk-modeling

What is FINANCIAL RISK MODELING? What does …

http://www.youtube.com/watch?v=0sUfRntBldg

### Shape risk External links:

[PDF]How luck and fortune shape risk-taking behaviors

http://scholarcommons.usf.edu/cgi/viewcontent.cgi?article=6759&context=etd

### Capital requirement External links:

Risk-Based Capital Requirement – Investopedia

http://www.investopedia.com/terms/r/risk-based-capital-requirement.asp

What is Capital Requirement? definition and meaning

http://www.investorwords.com/730/capital_requirement.html

12 CFR 325.3 – Minimum leverage capital requirement. | …

https://www.law.cornell.edu/cfr/text/12/325.3

### Benoît Mandelbrot External links:

Eduard Punset entrevista a Benoît Mandelbrot – YouTube

https://www.youtube.com/watch?v=npOwA6fXevE

### Volatility risk External links:

Record bets against coffee raise volatility risk

https://www.ft.com/content/4ed9f6da-c0a2-11e7-b8a3-38a6e068f464

[PDF]Dynamic Estimation of Volatility Risk Premia and …

https://www.federalreserve.gov/pubs/feds/2004/200456/200456pap.pdf

### Financial Times External links:

Business Acumen Definition from Financial Times Lexicon

http://lexicon.ft.com/Term?term=business-acumen

Financial Times

https://www.ft.com