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

*********************************
There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
*********************************

Event Details
  • Date/Time:
    • Wednesday April 13, 2005
      12:00 pm - 11:59 pm
  • 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

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