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Journal of Risk Model Validation最新文献

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A Verification Model to Capture Option Risk and Hedging Based on a Modified Underlying Beta 基于修正基础贝塔的期权风险捕获与套期保值验证模型
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-09-18 DOI: 10.21314/JRMV.2020.233
Chuan-he Shen, Yang Liu
The mining and hedging of option volatility information are the core issues of stock option markets. This paper analyzes the relationship between option risk and expected return from the perspective of the underlying beta, and estimates the degree of correlation. As the assumptions of the capital asset pricing model and Black–Scholes model are not consistent with the actual situation in the financial market, we use applied statistical models to introduce kurtosis and skewness, and to introduce curvature and high-order-moment error terms to optimize the underlying beta model. We then develop a verification model for mining option risk and hedging by employing the modified underlying beta. We verify the hedging performance of the above model by choosing different market samples, such as the China, Hong Kong and US financial markets. The results show that the hedging performance of the optimized underlying beta model in the US market is most satisfactory, followed by the Hong Kong market and then the Chinese mainland market. Meanwhile, the hedging effect of the underlying beta model improved by curvature and high-order-moment error terms is superior to that of the model of the underlying beta adjusted by the kurtosis and skewness.
期权波动信息的挖掘和套期保值是股票期权市场的核心问题。本文从标的贝塔系数的角度分析了期权风险与预期收益之间的关系,并估计了相关程度。由于资本资产定价模型和Black-Scholes模型的假设与金融市场的实际情况不一致,我们使用应用统计模型来引入峰度和偏度,并引入曲率和高阶矩误差项来优化基础贝塔模型。然后,我们通过使用修改的基础贝塔,开发了一个挖掘期权风险和套期保值的验证模型。我们通过选择不同的市场样本,如中国、香港和美国金融市场,验证了上述模型的套期保值性能。结果表明,优化的标的贝塔模型在美国市场的套期保值表现最为令人满意,其次是香港市场,然后是中国大陆市场。同时,通过曲率和高阶矩误差项改进的基础贝塔模型的套期保值效果优于通过峰度和偏度调整的基础贝塔的模型。
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引用次数: 0
Nonparametric tests for jump detection via false discovery rate control: a Monte Carlo study 通过错误发现率控制的跳跃检测的非参数检验:蒙特卡罗研究
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-09-10 DOI: 10.21314/jrmv.2019.209
Kaiqiao Li, Kang He, Lizhou Nie, Wei Zhu, Pei-Fen Kuan
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引用次数: 0
Model risk management: from epistemology to corporate governance 模型风险管理:从认识论到公司治理
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-09-10 DOI: 10.21314/jrmv.2019.208
Bertrand K. Hassani
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引用次数: 2
An advanced hybrid classification technique for credit risk evaluation 一种用于信用风险评估的先进混合分类技术
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-09-02 DOI: 10.21314/jrmv.2019.210
Chong Wu, Dekun Gao, Qianqun Ma
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引用次数: 1
Risk data validation under BCBS 239 BCBS 239规定的风险数据验证
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-08-12 DOI: 10.21314/JRMV.2019.207
Lukasz Prorokowski
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引用次数: 0
Old-Fashioned Parametric Models are Still the Best: A Comparison of Value-at-Risk Approaches in Several Volatility States 老式的参数模型仍然是最好的:几种波动状态下风险价值方法的比较
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-07-09 DOI: 10.21314/JRMV.2020.222
Mateusz Buczyński, M. Chlebus
Numerous advances in the modelling techniques of Value-at-Risk (VaR) have provided the financial institutions with a wide scope of market risk approaches. Yet it remains unknown which of the models should be used depending on the state of volatility. In this article we present the backtesting results for 1% and 2.5% VaR of six indexes from emerging and developed countries using several most known VaR models, among many: GARCH, EVT, CAViaR and FHS with multiple sets of parameters. The backtesting procedure has been based on the excess ratio, Kupiec and Christoffersen tests for multiple thresholds and cost functions. The added value of this article is that we have compared the models in four different scenarios, with different states of volatility in training and testing samples. The results indicate that the best of the models that is the least affected by changes in the volatility is GARCH(1,1) with standardized student's t-distribution. Non-parmetric techniques (e.g. CAViaR with GARCH setup (see Engle and Manganelli, 2001) or FHS with skewed normal distribution) have very prominent results in testing periods with low volatility, but are relatively worse in the turbulent periods. We have also discussed an automatic method to setting a threshold of extreme distribution for EVT models, as well as several ensembling methods for VaR, among which minimum of best models has been proven to have very good results - in particular a minimum of GARCH(1,1) with standardized student's t-distribution and either EVT or CAViaR models.
风险价值建模技术的许多进步为金融机构提供了广泛的市场风险方法。然而,根据波动状态,应该使用哪种模型仍然未知。在本文中,我们使用几种最著名的VaR模型对新兴和发达国家的六个指数的1%和2.5%的VaR进行了回溯测试,其中包括GARCH、EVT、CAViaR和FHS。回溯测试程序基于超额比率、Kupiec和Christoffersen对多个阈值和成本函数的测试。本文的附加值是,我们比较了四种不同场景中的模型,在训练和测试样本中具有不同的波动状态。结果表明,受波动率变化影响最小的最佳模型是具有标准化学生t分布的GARCH(1,1)。非均方技术(例如,具有GARCH设置的CAViaR(见Engle和Manganelli,2001)或具有偏斜正态分布的FHS)在低波动性的测试期具有非常显著的结果,但在湍流期相对较差。我们还讨论了为EVT模型设置极值分布阈值的自动方法,以及VaR的几种组合方法,其中最佳模型的最小值已被证明具有非常好的结果,特别是具有标准化学生t分布和EVT或CAViaR模型的GARCH(1,1)的最小值。
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引用次数: 3
Model risk tiering: an exploration of industry practices and principles 模型风险分级:对行业实践和原则的探索
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-06-06 DOI: 10.21314/jrmv.2019.205
N. Kiritz, Miles Ravitz, Mark E. Levonian
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引用次数: 1
Credit portfolio stress testing using transition matrixes 使用过渡矩阵进行信贷组合压力测试
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-06-06 DOI: 10.21314/jrmv.2019.204
R. Neagu, G. Lipsa, Jing Wu
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引用次数: 0
Validation of the backtesting process under the targeted review of internal models: practical recommendations for probability of default models 在有针对性地审查内部模型的情况下验证回溯测试过程:关于默认模型概率的实用建议
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-05-16 DOI: 10.21314/JRMV.2019.203
Lukasz Prorokowski
This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the backtesting process and reviews the available statistical tests for calibration, discrimination and stability backtesting. The TRIM regulatory exercise is an international supervisory initiative that inspects the internal models and related internal risk and governance policies of eurozone banks that are permitted to use the advanced internal risk-based (AIRB) approach. Under the TRIM guidelines, the designated banks should have specific policies and internal guidelines for the validation of the backtesting process. Further, the affected banks are required to validate the entire backtesting process. Addressing these needs, this paper serves as a basis for producing such policies and utilizing appropriate statistical tools for validating the backtesting process. The paper focusses on probability of default models. To date, no academic study has discussed the validation of the backtesting process with reference to the TRIM rules.
本文为内部模型目标评审(TRIM)下的回测过程验证提供了实用建议。它就验证回测过程的介绍性步骤提供咨询意见,并审查用于校准、判别和稳定性回测的现有统计测试。TRIM监管活动是一项国际监管举措,旨在检查获准使用先进的基于内部风险(AIRB)方法的欧元区银行的内部模型以及相关的内部风险和治理政策。根据TRIM指引,指定银行应为验证回测过程制定具体政策和内部指引。此外,受影响的银行必须验证整个回测过程。针对这些需求,本文作为制定此类政策和利用适当的统计工具来验证回测过程的基础。本文主要研究违约模型的概率问题。到目前为止,还没有学术研究讨论了参考TRIM规则的回测过程的验证。
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引用次数: 1
An optimized support vector machine intelligent technique using optimized feature selection methods: evidence from Chinese credit approval data 一种基于优化特征选择方法的优化支持向量机智能技术——来自中国信贷审批数据的证据
IF 0.7 4区 经济学 Q4 BUSINESS, FINANCE Pub Date : 2019-04-08 DOI: 10.21314/JRMV.2019.206
M. Z. Abedin, Chi Guo-tai, F. Moula
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引用次数: 4
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Journal of Risk Model Validation
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