Sentence examples for shortfall risk from inspiring English sources

A laboratory study investigated whether reductions in the probability of reciprocation would influence sharing in situations of shortfall risk.

Such classes of models can conveniently be utilized to assess shortfall risk and to optimally design new contracts.

To model shortfall risk, the task was arranged so that participants lost their accumulated earnings if it fell below an earnings requirement.

The results are consistent with prior cooperation research and demonstrate that under shortfall risk, reductions in the probability of reciprocation by partners may decrease sharing.

This study demonstrates that significant shortfall risk exists for TIPS-only portfolios across a range of savings plans and the securities selection rules.

Finally, using the result that the funding ratio follows an inverted gamma distribution, shortfall risk and expected tail loss are computed for funding below the minimum funding requirement, and funding above the taxation limit.

Under the Fundamental Review of the Trading Book, capital charges are based on the coherent Expected Shortfall (ES) risk measure, which is sensitive to tail risk.

The centile corresponds to Value-at-Risk and the conditional tail expectation corresponds to the Expected Shortfall, both risk measures frequently used in finance, where the latter has gained attention since the financial crisis of 2008.

Abstract: The outcome of the "Fundamental Review of the Trading Book" is that the capital requirement for banks using an internal model approach for their trading books will be based on the expected shortfall (ES) risk measure.

So elected officials are faced with a choice: set the tax rates higher to make up for the state shortfall and risk the voters' anger, or set the tax rates at a more reasonable level, and hope that the state comes through, with the risk that the ultimate amount will not be as high as expected.

It is clear that Lakanal prompted a massive response by Southwark to address the shortfall in risk assessments.