Essays about: "Multi factor adjustment"

Found 3 essays containing the words Multi factor adjustment.

1. 1. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Michael Zanetti; Philip Güzel; [2023]
   Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE

3. 2. A Framework for MultiFactorAuthentication on Mobile Devices.- A Bayesian Approach

   University essay from Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

   Author : Callistus Ezeani; [2019]
   Keywords : Multi-factor Authentication; COTS software provider; Bio-metrics; Bayesian approach; Probability; Failure to enroll;

   Abstract : The most authentication mechanism used in certain domains like home banking, infrastructure surveillance, industrial control, etc. are commercial off the Shelf (COTS) solutions. These are packaged solutions which are adapted to satisfy the need of the purchasing organization, Microsoft, for example, is a COTS software provider. READ MORE

4. 3. To Measure Concentration Risk - A comparative study

   University essay from Lunds universitet/Matematisk statistik

   Author : Alma Broström; Hanna Scheibenpflug; [2017]
   Keywords : Multi factor adjustment; Pykhtin; Partial Portfolio Approach; capital requirement; Monte Carlo; name concentration; sector concentration; Credit concentration risk; Mathematics and Statistics;

   Abstract : Credit risk is one of the largest risks facing a bank and following the Basel regulations, banks are expected to hold capital to protect themselves against credit risk. This thesis aims to evaluate models to calculate the capital requirement for credit concentration risk and compare them to the models suggested by Finansinspektionen. READ MORE