Similar Search Results

It pays to violate : how effective are the Basel accord penalties?

Da Veiga, Bernardo; Chan, Felix; McAleer, Michael - 2009

Persistent link: https://www.econbiz.de/10003910300

It pays to violate : how effective are the Basel accord penalties in encouraging risk management?

Da Veiga, Bernardo; Chan, Felix; McAleer, Michael - In: Accounting and finance : journal of the Accounting … 52 (2012) 1, pp. 95-116

Persistent link: https://www.econbiz.de/10009512724

Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - 2009

The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure Value-at-Risk (VaR). The risk estimates of...

Persistent link: https://www.econbiz.de/10011378354

It Pays to Violate : How Effective are the Basel Accord Penalties in Encouraging Risk Management?

Da Veiga, Bernardo - 2010

The internal models amendment to the Basel Accord allows banks to use internal models to forecast Value-at-Risk (VaR) thresholds, which are used to calculate the required capital that banks must hold in reserve as a protection against negative changes in the value of their trading portfolios. As...

Persistent link: https://www.econbiz.de/10013149149

Editorial note : review papers for Journal of Risk and Financial Management (JRFM)

McAleer, Michael - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-2

The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully with Volume 11 in 2018. Since the journal was established, JRFM has published in excess of 110 topical and interesting theoretical and empirical papers in financial economics,...

Persistent link: https://www.econbiz.de/10011855244