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VAR Methodology Used for Exchange Risk Measurement and Prevention
Stancu, Ion; Balu, Florentina - In: Theoretical and Applied Economics 3(498) (2006) 3(498), pp. 51-56
In this article we discuss one of the modern risk measuring techniques Value-at-Risk (VaR). Currently central banks in major money centers, under the auspices of the BIS Basle Committee, adopt the VaR system to evaluate the market risk of their supervised banks. Banks regulators ask all...
Persistent link: https://www.econbiz.de/10005154466
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Challenges in Global Economy
Danila, Nicolae - In: Theoretical and Applied Economics 1(496) (2006) 1(496), pp. 94-97
The article is putting before the reader the main aspects concerning the economic and financial international evolution. The progressive relation between the two major currencies, i.e. the U.S. dollar and the Euro, is to be considered as a starting point. The analysis is carried out within the...
Persistent link: https://www.econbiz.de/10005154549
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VaR Methodology Application for Banking Currency Portfolios
Armeanu, Daniel; Balu, Florentina-Olivia - In: Theoretical and Applied Economics 2(507) (2007) 2(507), pp. 83-92
capital requirements based on VaR estimates. In this paper we determine VaR for a banking currency portfolio and respect rules …
Persistent link: https://www.econbiz.de/10005099695
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Impact of Exchange Rate Fluctuation to the Romanian Foreign Currency Reserve
Vasile, Lavinia Diana - In: Theoretical and Applied Economics 8(503) (2006) 8(503), pp. 85-90
In this article, we intend to indentify the impact of the currency rate of exchange variation of the two main … currencies which represent Romania’s foreign currency reserve and the stress test it submits the latter. Up to the present moment … there not established a cause-effect relationship or correlation between the foreign currency exchage rate was variation and …
Persistent link: https://www.econbiz.de/10005099788
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Perspectives on East-Asian Monetary Integration
Masini, Fabio - In: Annals - Economy Series 1 (2009) May, pp. 219-236
implemented in the area. Around the pivotal role of China, a wide agreement should be reached for an Asian single-currency, which …
Persistent link: https://www.econbiz.de/10008459901
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Banking credit in the global economic and financial crisis. The situation in Romania.
Petre, BUNESCU - In: Economia. Seria Management 12 (2009) 1 Special, pp. 12-16
The paper analyses the effects of global financial crisis and presents some arguments that can contribute to mitigating the effects of economic and financial crisis, and therefore to maintaining the important role that the credit you have in supporting these efforts.
Persistent link: https://www.econbiz.de/10005002659