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time-varying volatility. In this paper, the estimation of conditional volatility is applied to Value at Risk measurement …
Persistent link: https://www.econbiz.de/10010331352
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...
Persistent link: https://www.econbiz.de/10010309829
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...
Persistent link: https://www.econbiz.de/10009575075
time-varying volatility. In this paper, the estimation of conditional volatility is applied to Value at Risk measurement …
Persistent link: https://www.econbiz.de/10010237661
Persistent link: https://www.econbiz.de/10003836147
Aktuelle Reformbestrebungen hinsichtlich der Qualitätsstärkung der Abschlussprüfung sowie die damit verbundene Zielsetzung der politischen Entscheidungsträger, die Funktionsfähigkeit der Kapitalmärkte zu stärken, werfen die Frage auf, welche Bedeutung Indikatoren für die...
Persistent link: https://www.econbiz.de/10014017124
Persistent link: https://www.econbiz.de/10013432848
Persistent link: https://www.econbiz.de/10009673383
Persistent link: https://www.econbiz.de/10010225296
Credit risk measurement and management become more important in all financial institutions in the light of the current …
Persistent link: https://www.econbiz.de/10010299985