NYU Faculty Digital Archive
metadata only
Cyclicality in Catastrophic and Operational Risk Measurements
Using equity returns for financial institutions we estimate both catastrophic and operational risk measures over the period 1973-2001. We find evidence of cyclical components in both the catastrophic and operational risk measures obtained from the Generalized Pareto Distribution and the Skewed Gener
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Cyclicality in Catastrophic and Operational Risk Measurements#942482
- The Structural Impossibility of Global Financial Stability#77847
- Replication Data and Code for: Financial Risk, Policy Uncertainty, and Reversals in Bond–Stock Dependence#390832
- Parâmetros para distribuição de recursos financeiros gerenciados pelo Sistema de Bibliotecas da Universidade - SBU na compra de periódicos#644832
- A complete valuation model for mortgage-backed securities: option-adjusted spread, duration, and convexity#334297
Record · ID 942685
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive