Optimising the value-at-risk model in banks in India to adequately quantify market risks in emerging markets
Fakhraddin Akhmedov, Mhd Shaker Zeitoun
Year of publication: |
2019
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Authors: | Akhmedov, Fakhraddin ; Zeitoun, Mhd Shaker |
Published in: |
International journal of economic policy in emerging economies. - Genève : Inderscience Enterprises, ISSN 1752-0452, ZDB-ID 2449908-0. - Vol. 12.2019, 4, p. 337-347
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Subject: | emerging markets | banking | banks in India | market risk | asset portfolio | value-at-risk model | VaR | India | Indien | Schwellenländer | Emerging economies | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Marktrisiko | Market risk | Bank |
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