{"title":"Il processo di software selection: rischi e opportunità","authors":"P. Raviola","doi":"10.47473/2020rmm0030","DOIUrl":"https://doi.org/10.47473/2020rmm0030","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133133146","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Use of copulas for Value-at-Risk calculation and backtesting with an application to","authors":"Aianna Agosto, A. Mainini, Enrico Moretto","doi":"10.47473/2020rmm0039","DOIUrl":"https://doi.org/10.47473/2020rmm0039","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114523735","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Implementazione della tecnica AFO per la stima dei parametri di un modello GARCH(1,1). Analisi di robustezza e confronto prestazionale con i solver tradizionali","authors":"Pier Giuseppe Giribone, Banca Carige","doi":"10.47473/2020rmm0040","DOIUrl":"https://doi.org/10.47473/2020rmm0040","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"392 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133352655","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"La contabilizzazione degli strumenti finanziari derivati nelle imprese di tipo non-financial alla luce del Decreto Legislativo 139/2015 e del principio contabile OIC 32","authors":"M. Fabbri, Pier Giuseppe Giribone","doi":"10.47473/2020rmm0044","DOIUrl":"https://doi.org/10.47473/2020rmm0044","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"173 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116606581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Recovery Plan: punti di forza e di debolezza","authors":"Fabio Verachi","doi":"10.47473/2020rmm0043","DOIUrl":"https://doi.org/10.47473/2020rmm0043","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116675493","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"AIFIRM risponde al Comitato di Basilea sul documento «Revisions to the minimum capital requirements for market risk»","authors":"M. Bianchetti, Umberto Cherubini","doi":"10.47473/2020rmm0042","DOIUrl":"https://doi.org/10.47473/2020rmm0042","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122609763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper we make a short survey on the problem of Capital Allocation through the use of risk measures and we apply some of the most popular Capital Allocation methods to a portfolio of risky positions by using Value at Risk, Conditional Value at Risk and the entropic risk measure. We then discuss and compare the results found in our numerical example.
{"title":"Capital allocations for risk measures: a numerical and comparative study","authors":"G. Canna, F. Centrone, Emanuela Rosazza Gianin","doi":"10.47473/2020rmm0026","DOIUrl":"https://doi.org/10.47473/2020rmm0026","url":null,"abstract":"In this paper we make a short survey on the problem of Capital Allocation through the use of risk measures and we apply some of the most popular Capital Allocation methods to a portfolio of risky positions by using Value at Risk, Conditional Value at Risk and the entropic risk measure. We then discuss and compare the results found in our numerical example.","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128971836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Confronto tra l’approccio tradizionale e le tecniche di Machine Learning per la model-lizzazione della stagionalità nella valorizzazione degli swap indicizzati all’inflazione","authors":"O. Caligaris, Pier Giuseppe Giribone","doi":"10.47473/2020rmm0036","DOIUrl":"https://doi.org/10.47473/2020rmm0036","url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132430764","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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