부산대학교 도서관

This article introduces an innovative analytical method tailored to address the complexities of non-linear FFR (”fractional financial risk”) models. The LRPS (”Laplace residual power se- ries”) approach non-linear FFR models empowers risk analysts to more accurately assess portfolios and predict potential losses span- ning diverse risk categories. These encompass credit risk, market risk, model risk, liquidity risk, and operational risk. By expand- ing the array of techniques for risk modeling, this study offers a valuable asset for refining risk assessment and management strate- gies across these distinct risk domains. Through the utilization of the LRPS approach, this methodology rapidly generates accu- rate solutions, providing an efficient pathway for approximating the intricate non-linear FFR models intrinsic to risk modeling. By means of numerical simulations and graphical representations, the article effectively demonstrates the efficacy of the LRPS technique. This study not only offers a practical and time-efficient tool for fi- nancial risk analysis but also contributes valuable insights to the advancement of novel techniques within the realm of financial risk management. [ABSTRACT FROM AUTHOR]