Real-Time Risk PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Real-Time Risk PDF full book. Access full book title Real-Time Risk by Irene Aldridge. Download full books in PDF and EPUB format.
Author: Irene Aldridge
Publisher: John Wiley & Sons
ISBN: 1119318963
Category : Business & Economics
Languages : en
Pages : 229
Get Book Here
Book Description
Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time frames, and while risks are emerging faster and in greater volume than ever before, traditional risk management approaches are too slow to be relevant. This book describes market microstructure and modern risks, and presents a new way of thinking about risk management in today's high-speed world. Accessible, straightforward explanations shed light on little-understood topics, and expert guidance helps investors protect themselves from new threats. The discussion dissects FinTech innovation to highlight the ongoing disruption, and to establish a toolkit of approaches for analyzing flash crashes, aggressive high frequency trading, and other specific aspects of the market. Today's investors face an environment in which computers and infrastructure merge, regulations allow dozens of exchanges to coexist, and globalized business facilitates round-the-clock deals. This book shows you how to navigate today's investing environment safely and profitably, with the latest in risk-management thinking. Discover risk management that works within micro-second trading Understand the nature and impact of real-time risk, and how to protect yourself Learn why flash crashes happen, and how to mitigate damage in advance Examine the FinTech disruption to established business models and practices When technology collided with investing, the boom created stratospheric amounts of data that allows us to plumb untapped depths and discover solutions that were unimaginable 20 years ago. Real-Time Risk describes these solutions, and provides practical guidance for today's savvy investor.
Author: Irene Aldridge
Publisher: John Wiley & Sons
ISBN: 1119318963
Category : Business & Economics
Languages : en
Pages : 229
Get Book Here
Book Description
Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time frames, and while risks are emerging faster and in greater volume than ever before, traditional risk management approaches are too slow to be relevant. This book describes market microstructure and modern risks, and presents a new way of thinking about risk management in today's high-speed world. Accessible, straightforward explanations shed light on little-understood topics, and expert guidance helps investors protect themselves from new threats. The discussion dissects FinTech innovation to highlight the ongoing disruption, and to establish a toolkit of approaches for analyzing flash crashes, aggressive high frequency trading, and other specific aspects of the market. Today's investors face an environment in which computers and infrastructure merge, regulations allow dozens of exchanges to coexist, and globalized business facilitates round-the-clock deals. This book shows you how to navigate today's investing environment safely and profitably, with the latest in risk-management thinking. Discover risk management that works within micro-second trading Understand the nature and impact of real-time risk, and how to protect yourself Learn why flash crashes happen, and how to mitigate damage in advance Examine the FinTech disruption to established business models and practices When technology collided with investing, the boom created stratospheric amounts of data that allows us to plumb untapped depths and discover solutions that were unimaginable 20 years ago. Real-Time Risk describes these solutions, and provides practical guidance for today's savvy investor.
Author: Raj Nathan
Publisher: Easton Studio Press, LLC
ISBN: 1935212044
Category : Business & Economics
Languages : en
Pages : 140
Get Book Here
Book Description
Effective capital and financial risk management now requires that information flows no longer be handled independently in business unit silos; they must be unified for use in front, middle and back offices and to aid compliance with internal controls and regulatory demands. Drawing on their individual and corporate experience at the leading edge of IT developments, three of Sybase's senior IT executives offer a lucid analysis of IT needs in the rapidly changing capital markets. They show how innovative IT capabilities and architectures can strengthen risk management and establish a foundation for new and sustained capital markets growth.
Author: Mr. Jorge A Chan-Lau
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 45
Get Book Here
Book Description
We develop a mixed-frequency, tree-based, gradient-boosting model designed to assess the default risk of privately held firms in real time. The model uses data from publicly-traded companies to construct a probability of default (PD) function. This function integrates high-frequency, market-based, aggregate distress signals with low-frequency, firm-level financial ratios, and macroeconomic indicators. When provided with private firms' financial ratios, the model, which we name signal-knowledge transfer learning model (SKTL), transfers insights gained from 35 thousand publicly-traded firms to more than 4 million private-held ones and performs well as an ordinal measure of privately-held firms' default risk.
Author: Dylan Evans
Publisher: Simon and Schuster
ISBN: 1451610912
Category : Business & Economics
Languages : en
Pages : 288
Get Book Here
Book Description
We must make judgments all the time when we can't be certain of the risks. Should we have that elective surgery? Trust the advice of our financial adviser? Take that new job we've been offered? How worried should we be about terrorist attacks? In this lively and groundbreaking book, pioneering researcher Dylan Evans introduces a newly discovered kind of intelligence for assessing risks, demonstrating how vital this risk intelligence is in our lives and how we can all raise our RQs in order to make better decisions every day. Evans has spearheaded the study of risk intelligence, devising a simple test to measure a person's RQ which when posted online sparked a storm of interest and was taken by tens of thousands of people. His research has revealed that risk intelligence is quite different from IQ, and that the vast majority of us have quite poor risk intelligence. However, he did find some people who have very high RQs. So what makes the difference? Introducing a wealth of fascinating research findings, Evans identifies a key set of common errors in our thinking that most of us fall victim to and that undermine our risk intelligence, such as "ambiguity aversion," overconfidence in our knowledge, the fallacy of mind reading, and our attraction to worst-case scenarios. We are also regularly led astray by the ways in which information is provided to us. Citing a wide range of real-life examples--from the brilliant risk assessment skills of horse race handicappers to the tragically flawed evaluations of risk that caused the financial crisis--Evans illustrates that sometimes our most trusted advisors, including the experts and analysts at the top of their disciplines, don't always give us the best advice when it comes to risk evaluation. Presenting his revolutionary test that allows readers to evaluate their own RQs, Evans introduces a number of simple techniques we can use to build our risk assessment powers and reports on the striking results he's seen in training people to develop their RQs. Both highly engaging and truly mind-changing, Risk Intelligence will fascinate all of those who are interested in how we can improve our thinking in order to enhance our lives.
Author: Raghurami Reddy Etukuru
Publisher: iUniverse
ISBN: 1491744928
Category : Business & Economics
Languages : en
Pages : 433
Get Book Here
Book Description
While quantitative models can help predict the trends in Capital Markets, forecasts don't always hold up and can quickly cause things to spiral out of control and can lead to global risk. In order to reduce systemic risk, the G20 committed to a fundamental reform of the financial system, to correct the fault lines, and to rebuild the financial system as a safer, more resilient source of finance that better serves the real economy. This requires Financial Institutions to develop sound Risk Management practices. In straightforward language, you'll learn about key components of risk management, including risk knowledge, risk quantification, risk data management, risk data aggregation, risk architectures, risk analytics and reporting, risk regulation. You'll also get definitions explaining how different financial products work, mathematical formulas with explanations, and insights on different asset classes, different approaches to hedging, and much more. This book Enterprise Risk Analytics for Capital Markets will help whether you are just beginning a career in risk management or advancing your career with in risk management.
Author: Charles Pak
Publisher:
ISBN:
Category :
Languages : en
Pages : 322
Get Book Here
Book Description
Business objectives and methods in an organization change periodically. Their supporting Information Systems (ISs) change even more dynamically for various reasons: system upgrades, software patches, routine maintenance, and intentionally or unintentionally induced attacks. Unless regular, routine, and timely risk assessments are conducted, changes in IS risks may never be noticed. Risk assessments need to be performed more frequently and faster in order to discover potential threats and to determine the changes that must be made to corporate computing environments to address them. Furthermore, conducting risk assessments on organizational assets can be time consuming, burdensome, and misleading in many cases because of the dynamically changing security states of assets. In theory, each asset can change its security states from one of secure, mitigated, vulnerable, or compromised. However, the secure state is only temporary and imaginary; it may never exist. Therefore, it is more accurate to say that each asset changes its security state from mitigated, vulnerable, or compromised. If we can predict an asset's future security state based on its current security state, we would have a good indicator of risk for the organization's mission-critical assets. Similarly, if risk factors of each mission critical asset could be quantified in near real-time, a risk assessment could be valuable in informing organizational stakeholders of the level of risk of their mission critical assets, which would then aid in their risk mitigation decisions. Quantifying organizational IS risk factors could be meaningful to an organization because quantifying risk levels could prompt a solution space in mitigating risks. In this research, we introduce an effective risk assessment using hidden Markov models (HMMs) in order to predict future security states and to quantify dynamically changing organizational IS assets by exploring possible security states from an insider user's perspective. HMMs have been used in many scientific fields to predict future states based on current states. Using these models, organizational mission critical assets could be assessed for their risk levels in a near real-time basis to determine the future risk level of each dynamically changing asset due to internally or externally induced threats.
Author: Igor Linkov
Publisher: Springer Science & Business Media
ISBN: 1402090269
Category : Technology & Engineering
Languages : en
Pages : 452
Get Book Here
Book Description
Decision-making tools are needed to support environmental management in an increasingly global economy. Addressing threats and identifying actions to mitigate those threats necessitates an understanding of the basic risk assessment paradigm and the tools of risk analysis to assess, interpret, and communicate risks. It also requires modification of the risk paradigm itself to incorporate a complex array of quantitative and qualitative information that shapes the unique political and ecological challenges of different countries and regions around the world. This book builds a foundation to characterize and assess a broad range of human and ecological stressors, and risk management approaches to address those stressors, using chemical risk assessment methods and multi-criteria decision analysis tools. Chapters discuss the current state-of-knowledge with regard to emerging stressors and risk management, focusing on the adequacy of available systematic, quantitative tools to guide vulnerability and threat assessments, evaluate the consequences of different events and responses, and support decision-making. This book opens a dialogue on aspects of risk assessment and decision analysis that apply to real-time (immediate) and deliberative (long-term) risk management processes.
Author: Mohammad Yazdi
Publisher: Springer Nature
ISBN: 3031517199
Category :
Languages : en
Pages : 274
Get Book Here
Book Description
Author: Junzo Watada
Publisher: Springer Science & Business Media
ISBN: 3642299776
Category : Technology & Engineering
Languages : en
Pages : 533
Get Book Here
Book Description
The Intelligent Decision Technologies (IDT) International Conference encourages an interchange of research on intelligent systems and intelligent technologies that enhance or improve decision making. The focus of IDT is interdisciplinary and includes research on all aspects of intelligent decision technologies, from fundamental development to real applications. IDT has the potential to expand their support of decision making in such areas as finance, accounting, marketing, healthcare, medical and diagnostic systems, military decisions, production and operation, networks, traffic management, crisis response, human-machine interfaces, financial and stock market monitoring and prediction, and robotics. Intelligent decision systems implement advances in intelligent agents, fuzzy logic, multi-agent systems, artificial neural networks, and genetic algorithms, among others. Emerging areas of active research include virtual decision environments, social networking, 3D human-machine interfaces, cognitive interfaces, collaborative systems, intelligent web mining, e-commerce, e-learning, e-business, bioinformatics, evolvable systems, virtual humans, and designer drugs. This volume contains papers from the Fourth KES International Symposium on Intelligent Decision Technologies (KES IDT’12), hosted by researchers in Nagoya University and other institutions in Japan. This book contains chapters based on papers selected from a large number of submissions for consideration for the conference from the international community. The volume represents the current leading thought in intelligent decision technologies.
Author: Yunping Wang
Publisher: Springer
ISBN: 3540743774
Category : Computers
Languages : en
Pages : 1140
Get Book Here
Book Description
The refereed post-proceedings of the International Conference on Computational Intelligence and Security are presented in this volume. The 116 papers were submitted to two rounds of careful review. Papers cover bio-inspired computing, evolutionary computation, learning systems and multi-agents, cryptography, information processing and intrusion detection, systems and security, image and signal processing, and pattern recognition.
