Showing 1 - 10 of 66
. The progressive relation between the two major currencies, i.e. the U.S. dollar and the Euro, is to be considered as a …
Persistent link: https://www.econbiz.de/10005154549
Persistent link: https://www.econbiz.de/10000957118
Persistent link: https://www.econbiz.de/10009683559
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
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
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
Persistent link: https://www.econbiz.de/10000359169
Persistent link: https://www.econbiz.de/10000698211