Enterprise Risk Management Slides

Correlation, co-dependency and risk aggregation [23]

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Bullet points include: We start with raw data showing some sort of co-dependency. We rank the data (and eventually rescale rank to run from 0 to 1, e.g. to become a ‘percentile’ rank or ‘quantile')

Bullet points include: We start with raw data showing some sort of co-dependency. We rank the data (and eventually rescale rank to run from 0 to 1, e.g. to become a ‘percentile’ rank or ‘quantile')

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