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Modelling Risk in Financial Services Systems: A Functional Risk Modelling Perspective

Author
SUNDSTRÖM, Gunilla A1 ; HOLLNAGEL, Erik2
[1] Advanta Bank Corp., Welsh & McKean Roads, PO Box 844, Spring House, PA 19477, United States
[2] MINES ParisTech, Crisis and Risk Research Centre, Rue Claude Daunesse, 06904 Sophia Antipolis, France
Conference title
Proceedings of the third Resilience engineering symposium (28-30 October, 2008, Antibes-Juan-les-Pins, France)
Conference name
Resilience engineering symposium (03 ; Antibes 2008)
Author (monograph)
Rigaud, Eric (Editor); Hollnagel, Erik (Editor); Pieri, François (Editor)
Source

Collection Sciences économiques et sociales. 2008 ; 1Vol, pp 263-271, 9 p ; ref : 3/4 p

ISBN
978-2-35671-012-3
Scientific domain
Control theory, operational research; Science technology, industry
Publisher
Mines Paris, les Presses, Paris
Publication country
France
Document type
Conference Paper
Language
English
Keyword (fr)
Analyse fonctionnelle Analyse risque Analyse valeur Capital Crédit Dépendance fonctionnelle Evaluation risque Gestion financière Gestion portefeuille Gestion risque Industrie service Marché financier Modèle autorégressif Modélisation Méthode vectorielle Métrique Prêt hypothécaire Quantile Résilience Société service
Keyword (en)
Functional analysis Risk analysis Value analysis Capital Credit Functional dependence Risk assessment Financial management Portfolio management Risk management Service industries Financial market Autoregressive model Modeling Vector method Metric Mortgage Quantile Resilience Service firm
Keyword (es)
Análisis funcional Análisis riesgo Análisis valor Capital Crédito Dependencia funcional Administración financiera Gestión cartera Gestión riesgo Mercado financiero Modelo autorregresivo Modelización Método vectorial Métrico Préstamo hipotecario Cuantila Resiliencia Empresa servicio
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A09 Risk theory. Actuarial science

Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory

Discipline
Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
22982348

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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