Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the Risk Management with Application of Econophysics Analysis in
  Central Banks and Financial Institutions   The purpose of this research article is to discover how the econophysics
analysis can complement the econometrics models in application to the risk
management in the central banks and financial institutions, operating within
the nonlinear dynamical financial system. We consider the modern risk
management models and show the appropriate techniques to calculate the various
existing risks in the finances. We make a few comments on the possible
limitations in the models of statistical modeling of volatility such as the
Autoregressive Conditional Heteroskedasticity (GARCH) model, because of the
nonlinearities appearance in the nonlinear dynamical financial systems. We
propose that the various types of nonlinearities, which can originate in the
financial and economical systems, have to be taken to the detailed
consideration during the Cost of Capital calculation in the finances and
economics. We propose the new theory of nonlinear dynamic volatilities and the
new nonlinear dynamic chaos (NDC) volatility model for the statistical modeling
of financial volatility with the aim to determine the Value at Risk.

37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
2
The categories of this paper are: math
27
The categories of this paper are: comp-gas
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
26
The categories of this paper are: bayes-an
4
The categories of this paper are: cond-mat
28
The categories of this paper are: alg-geom
1
The categories of this paper are: cs
0
The categories of this paper are: hep-ph
19
The categories of this paper are: eess
6
The categories of this paper are: astro-ph
22
The categories of this paper are: chao-dyn
7
The categories of this paper are: hep-th
29
The categories of this paper are: funct-an