12 years 11 months ago
Risk management for trading in multiple frequencies
We present fundamental concepts of risk and propose two methods for risk management of a portfolio in this paper. Moreover, we introduce their novel extensions to trading in multi...
Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda
13 years 5 months ago
Risk management in dynamic role based access control systems
We present a risk management framework which allows to reason about and manage risk for role based access control systems. The framework expresses essential characteristics of risk...
Ji Ma, Kamel Adi, Luigi Logrippo, Serge Mankovski
115views more  COMPSEC 2004»
13 years 7 months ago
On risk: perception and direction
The idea of risk permeates the information security field. We use terms like ``risk management'', ``risk assessment'', ``risk model'' and ``risk analy...
Andrew Stewart
86views more  MANSCI 2007»
13 years 7 months ago
Proper Conditioning for Coherent VaR in Portfolio Management
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
René Garcia, Éric Renault, Georges T...
104views more  JDS 2007»
13 years 7 months ago
Operational Risk Management How an I-DSS May Help
Operational Risk management, the least covered component of Enterprise Wide Risk Management, needs intelligent tools to implement Comprehensive Emergency Management Programs. In t...
Pedro A. C. Sousa, João Paulo Pimentã...
13 years 8 months ago
Fight risk with risk: reflexivity of risk and globalization in IS
In this paper, we address the following research question: "How can we understand the nature of risk in IS projects in the context of globalization?" Based on a case stu...
Edoardo Jacucci, Miria Grisot, Ole Hanseth
246views Business» more  MKWI 2008»
13 years 8 months ago
Assessing the effects of IT changes on IT risk - A business process-oriented view
Abstract: The economic relevance of IT risk is increasing due to various operational, technical as well as regulatory reasons. Increasing flexibility of business processes and risi...
Stefan Sackmann
154views Fuzzy Logic» more  EUSFLAT 2007»
13 years 8 months ago
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Piotr Jaworski
137views Education» more  DESRIST 2009»
14 years 6 hour ago
Situational method engineering for governance, risk and compliance information systems
Against the background of the current financial crisis and an aftermath of increasing regulation, companies enhance and integrate information systems in the areas of risk manageme...
Anke Gericke, Hans-Georg Fill, Dimitris Karagianni...
14 years 22 days ago
Learning How to Manage Risks Using Organizational Knowledge
In spite of being an important software activity, many software organizations present difficulties in managing risks. This happens mainly due to their low maturity level, and becau...
Ricardo de Almeida Falbo, Fabiano Borges Ruy, Glei...