VaR Methodology Application for Banking Currency Portfolios
Year of publication: |
2007
|
---|---|
Authors: | Armeanu, Daniel ; Balu, Florentina-Olivia |
Published in: |
Theoretical and Applied Economics. - Asociaţia Generalā a Economiştilor din România - AGER. - Vol. 2(507).2007, 2(507), p. 83-92
|
Publisher: |
Asociaţia Generalā a Economiştilor din România - AGER |
Subject: | Value at Risk (VaR) | currency | bank | banking portfolio | foreign exchange risk |
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