Sentence examples for aggregate risk from inspiring English sources

You take derivatives and not fully understanding how the aggregate risk of derivatives operated.

That makes it impossible to get an accurate picture of aggregate risk, even if individual risks are being managed well.

What is clearer is that aggregate risk ebbs and flows with the economic cycle, says Mr Crockett.

In any case, the idea that aggregate risk can be estimated by adding up risks in the different categories is wrong in principle.

One serious defect in the risk evaluation of Iksil's position was that its limit was folded into the aggregate risk of the unit's entire portfolio.

In a bid to provide more accurate modelling and aggregate risk, mathematicians have in recent decades developed the concept of copulae calculations that link the dependence between univariate models.

In a typical Deutsche Bank research note from 2004, we read: "Credit derivatives allow a more efficient distribution of individual risks and a related reduction of aggregate risk within an economy".

Some might go further, though not as far as Germany.Philipp Hildebrand, vice-chairman of the Swiss National Bank, who spent five years at Moore Capital, a hedge fund, argues that prime brokers need tools to assess the aggregate risk exposure of their biggest hedge-fund clients to the entire universe of their peers.

Royal Bank of Scotland (RBS) spent more than $100m to comply with Basel 2. But in most cases the aggregate risk was only calculated once a day and some figures were not worth the pixels they were made of.During the turmoil many banks had to carry out big fact-finding missions to see where they stood.

"Commodities aren't strongly correlated with other asset classes, so it brings aggregate risk down".

The impact of remittances on aggregate risk is highlighted in the following Lemma.