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Browsing by Subject "Risk management"

Browsing by Subject "Risk management"

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  • Cyber risk loss modelling in cyber insurance 
    Al Ghandour, Maria Gerges (Notre Dame University-Louaize, 2021)
    In today's world, protecting information has become one of the most difficult tasks. Cyber security events and data breaches continue to be expensive events that affect people and businesses all around the world. A breach occurs when sensitive information is accessed. Moreover, cyber threats are constantly evolving in order to take advantage of online behavior and trends, especially when teleworking has become a necessity due to the global invasion and prevalence of the Coronavirus disease 2019 during the past two years. Therefore, the necessity for cyber insurance, which covers the liability ...
  • Insurance, reinsurance & alternative risk transfers overview, analysis & outlook 
    Abi Rached, Elie J. (Notre Dame University-Louaize, 2006)
  • Modeling the volatility and value at risk of cryptocurrencies and fiat currencies using GARCH models 
    Haddad, Omar (Notre Dame University-Louaize, 2020-05)
    Purpose: The purpose of this thesis is to investigate and assess the predictive ability of the GARCH (1,1), IGARCH (1,1), EGARCH (1,1), GJR-GARCH (1,1), APARCH (1,1), TGARCH (1,1) and CGARCH (1,1) models in forecasting the volatilities of six major cryptocurrencies: Bitcoin, Ripple, Litecoin, Monero, Dash, Dogecoin and six world currencies: Euro, British Pound, Canadian Dollar, Australian Dollar, Swiss Franc and the Japanese Yen. The optimal volatility model selected for each virtual and hard currency is then integrated into the Volatility Update Historical Simulation approach to evaluate the ...
  • Operational risk modeling under the loss distribution approach 
    Danageuzian, Hrair Razmig (Notre Dame University-Louaize, 2021)
    The term operational risk became widespread in the late 1990s when central bank representatives of twelve countries formed a working committee; the Basel Committee on Banking Supervision (BCBS). The BCBS defines operational risk as the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. This research aims to model operational risk data using the Loss Distribution Approach under BCBS requirements. Simulated data was used consisting of 3,192 operational loss events between the years 2009 and 2018. The implementation of the LDA was ...
  • Risk management in procurement of construction industry in Lebanon 
    Haddad Barouke, Charbel Nassif (Notre Dame University-Louaize, 2020)
    Given the high complexity of construction projects, these projects carry numerous inherent risks and uncertainties. Such risks if managed properly can turn threats into opportunities. With the current decline in the construction and economic sectors in Lebanon, the application of risk management in construction projects has become imperative and more needed than ever. This master’s thesis looks into the current state of-the-practice of risk management in construction projects in Lebanon focusing on procurement methods in these projects to identify the main obstacles in its application. The thesis ...