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Measuring and regulating extreme risk
Nielsson, Ulf - In: Journal of Financial Regulation and Compliance 17 (2009) 2, pp. 156-171
Purpose – The purpose of this paper is to discuss two important extensions to the well‐known value‐at‐risk (VaR) methodology, namely extreme value theory (EVT) and expected shortfall (ES). Both of these extensions address the weaknesses of VaR, in particular the methodology's tendency to...
Persistent link: https://www.econbiz.de/10014870131
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Do risk factors matter in the IPO valuation?
Abdou, Khaled; Dicle, Mehmet F. - In: Journal of Financial Regulation and Compliance 15 (2007) February, pp. 63-89
Purpose – The purpose of this paper is to investigate whether all of the risk factors were priced during the internet bubble period. Design/methodology/approach – A unique hand collected dataset was used from public prospectuses for companies that issued an initial public offering during the...
Persistent link: https://www.econbiz.de/10004987546
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Do risk factors matter in the IPO valuation?
Abdou, Khaled; Dicle, Mehmet F. - In: Journal of Financial Regulation and Compliance 15 (2007) 1, pp. 63-89
Purpose – The purpose of this paper is to investigate whether all of the risk factors were priced during the internet bubble period. Design/methodology/approach – A unique hand collected dataset was used from public prospectuses for companies that issued an initial public offering during the...
Persistent link: https://www.econbiz.de/10014870051
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The “day after” Basel 2: do regulators comply with banking culture?
Carretta, Alessandro; Farina, Vincenzo; Schwizer, Paola - In: Journal of Financial Regulation and Compliance 18 (2010) November, pp. 316-332
development of banking culture and representing basic goals of prudential regulation. …
Persistent link: https://www.econbiz.de/10009391967
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Sarbanes Oxley's impact upon investor-relevant risk types
Vakkur, Nicholas V.; Herrera, Zulma J. - In: Journal of Financial Regulation and Compliance 19 (2011) July, pp. 254-270
main practical implication is that Sarbanes Oxley, the most important and comprehensive US financial regulation since the … regulation was never intended to alter firm risk, yet this study strongly suggests that it has in two specific ways. Social … implications – As a result of this study, the cost to investors – the “social” cost – of this important regulation can now be …
Persistent link: https://www.econbiz.de/10009391970
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Risk and regulation
Brammertz, Willi - In: Journal of Financial Regulation and Compliance 18 (2010) February, pp. 46-55
although new regulation is necessary, there is a danger of strangulation of the financial market which can only be avoided with …
Persistent link: https://www.econbiz.de/10009395146
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Market abuse and the commodities markets
Evagora, Kyri; Licnachan, Gerald - In: Journal of Financial Regulation and Compliance 15 (2007) November, pp. 482-486
. Originality/value – The paper raises awareness and highlights issues surrounding financial regulation. …
Persistent link: https://www.econbiz.de/10004987577
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Sarbanes Oxley's impact upon investor‐relevant risk types
Vakkur, Nicholas V.; Herrera, Zulma J. - In: Journal of Financial Regulation and Compliance 19 (2011) 3, pp. 254-270
main practical implication is that Sarbanes Oxley, the most important and comprehensive US financial regulation since the … regulation was never intended to alter firm risk, yet this study strongly suggests that it has in two specific ways. Social … implications – As a result of this study, the cost to investors – the “social” cost – of this important regulation can now be …
Persistent link: https://www.econbiz.de/10014870193
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Market abuse and the commodities markets
Evagora, Kyri; Licnachan, Gerald - In: Journal of Financial Regulation and Compliance 15 (2007) 4, pp. 482-486
. Originality/value – The paper raises awareness and highlights issues surrounding financial regulation.  …
Persistent link: https://www.econbiz.de/10014870084
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Risk and regulation
Brammertz, Willi - In: Journal of Financial Regulation and Compliance 18 (2010) 1, pp. 46-55
although new regulation is necessary, there is a danger of strangulation of the financial market which can only be avoided with …
Persistent link: https://www.econbiz.de/10014870152