В работе рассматривается новая региональная проблема управления качественными параметрами инвестиционного потенциала территории как в его общерегиональном,...

В статье рассмотрены актуальные вопросы, связанные с экономико-статистической оценкой субрегиональной конвергенции, на примере показателей жилищных ус ловий...

Following record low interest rates and fast depreciating U.S. dollar, crude oil prices became under rising pressure and seemed boundless. Oil price process parameters changed drastically in 2003M5-2007M10 toward consistently rising prices. Short-term forecasting would imply persistence of...

In this paper, we consider a Markov renewal process (MRP) to model tropical cyclones occurred in Bangladesh during 1877–2009. The model takes into account both the occurrence history and some physical constraints to capture the main physical characteristics of the storm surge process. We...

This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord ("Basel II"). Operational risk is commonly defined as the risk of loss resulting from...

Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the current regulatory framework of operational risk under the New Basel Capital...