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VALUE AT RISK - CORPORATE RISK MEASUREMENT

Cecilia-Nicoleta, Anis; Anne-Marie, Roth; Apolzan … - In: Annals of Faculty of Economics 1 (2011) 2, pp. 387-392

been sanctioned by several Governing Bodies throughout the world bank. In short, it measures the value of risk capital …

Persistent link: https://www.econbiz.de/10009650851

INCREMENTAL VALUE AT RISK - SELECTION, CRITERION FOR PORTFOLIO COMPOSITION. CASE STUDY

Lacatus, Carmen Maria - In: Theoretical and Applied Economics 11(528)(supplement) (2008) 11(528)(supplement), pp. 356-363

This paperwork underlines the importance of the index of Value at Risk in measuring global portfolio risk and the incremental risk induced from any additional assets. The advantage of the method is made evident practically. Starting from Markowitz portfolio selection algorithm, seeing the good...

Persistent link: https://www.econbiz.de/10005581640

Assessment of Economic Inclination of Norms of Capital, Liquidity and Bank Risks

Papaika Aleksandr A.; Kosogov Vladislav A. - In: Business Inform (2013) 3, pp. 293-298

The article gives definition of economic inclination of norms of capital, liquidity and bank risks. It provides … and planning banking activity and for making decisions with respect to management of capital, liquidity and bank risks. …

Persistent link: https://www.econbiz.de/10010855644

Interest Rate Risk Management using Duration Gap Methodology

Armeanu, Dan; Balu, Florentina-Olivia; Obreja, Carmen - In: Theoretical and Applied Economics 1(518) (2008) 1(518), pp. 3-10

The world for financial institutions has changed during the last 20 years, and become riskier and more competitive-driven. After the deregulation of the financial market, banks had to take on extensive risk in order to earn sufficient returns. Interest rate volatility has increased dramatically...

Persistent link: https://www.econbiz.de/10005022220

Responsive regulation:achieving the right balance between persuasion and penalisation

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2009

This paper not only considers the regulatory challenges faced by regulators, but also the potential of responsive regulation and particularly meta regulation to address these challenges. It explores developments which have necessitated a change from the traditional form of regulation, that is,...

Persistent link: https://www.econbiz.de/10005025695

Reviewing regulatory objectives: should the scope of regulation be extended?

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2009

This paper will consider whether the scope of financial regulation should be extended and if so, ways in which this could occur. In order to carry out these tasks, it will not only address problems identified from the recent crises and Basel 2, gaps which exist in some of the responses to these...

Persistent link: https://www.econbiz.de/10005025706

Is It Necessary to Regulate Local Governments’ Borrowing?

Gál, Erzsébet - In: Public Finance Quarterly 56 (2011) 1, pp. 125-146

The international literature specifies four models to the rule of the local governmental indebtedness. The „regulated by the market model” and the „rule based model” are able to be in force in the Hungarian local governmental crediting market considering the Hungarian legal environment....

Persistent link: https://www.econbiz.de/10009391875

Unlocking SME Finance in Argentina with Psychometrics

Klinger, Bailey; Castro, Lucio; Szenkman, Paula; … - Inter-American Development Bank - 2013

Access to finance remains a challenge for Small and Medium Enterprises (SMEs) in Argentina. It is a particularly acute problem among newly created SMEs that have a scant credit record and frequently lack collateral. The authors of this paper carried out a pilot test of an innovative psychometric...

Persistent link: https://www.econbiz.de/10010672755

Risk management and prevention of fraud in card transactions

PAVEL, Codruta; IMBRESCU, Carmen; DOMIL, Aura; PAVEL, … - In: Anale. Seria Stiinte Economice. Timisoara XVIII (2012) May, pp. 549-554

Credit institutions issuing and accepting cards have responsibility for identifying, evaluating and mitigation fraud and activities with potentially risk. Risk management is necessary to avoid losses that may occur both directly through fraud and indirectly through loss of customer confidence...

Persistent link: https://www.econbiz.de/10010641559

The control activity exercised by permanent control compartiments in credit institutions

PAVEL, Codruta; DRAGOTA, Gianina Violeta; PAVEL, Ciprian - In: Anale. Seria Stiinte Economice. Timisoara XVIII (2012) May, pp. 555-558

terrorist financing and professional ethics. Among the permanent internal control objectives in the bank network are: exercise … proper permanent supervision to the bank network; identification and evaluation of operational risks; strengthening security … the use of bank for financing the terrorism. …

Persistent link: https://www.econbiz.de/10010641614