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Market Risk Analysis: Volume IV: Value at Risk Models (v. 4) Carol Alexander
Publisher: Wiley

Table 3: Mapping of Taxonomy Subclasses and Elements to NIST . The paper concludes with a brief summary. Credible resolution procedures for the failure of large financial firms. Carol, together with her PhD students, has produced a steady drumbeat of papers on the ups and downs of the exchange traded derivative market. Table 1: Taxonomy of Operational Risk. For a long time, banking has .. The FDIC's proposed method for pricing deposit insurance would replace its cur- rent system of nine insurance risk classes with the four risk categories (numbered I through IV) in Table 1. It's not quite the same for VIX's own IV. Safety and Soundness Supervision. Theo Casey looks to Europe to hedge tail risk. And it is the frequent belief of today's traders that IV is under-priced. OK, this gets a bit tricky – the vol of IV says so. Table 2: Mapping of NIST Control Families to Selected Taxonomy Subclasses and Elements. On Wednesday, module III was briefly revisited in the morning and then participants focused on modules IV on “From Plans to Action – Developing Project Proposals Capable of Attracting Funding”; and module V, which was a training . Recently CBOE started publishing the Volatility-of-Volatility (VOV).