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The article aims to survey recent advancements in risk management field. First a popular quantile-based risk measure Value-at-Risk (VaR), nowadays widely used to asses exposure to market and credit risk, is presented. Four different approaches are introduced, implemented and backtested on PSE...
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The purpose of this paper is to run a panel regression analyzing the impact of economic, legislative and social factors … the analysis largely correspond to existing investigations of other authors; however, presented regression is of more …
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