Similar Search Results - EconBiz

Risk model backtesting

Terzić, Ivica; Milojević, Marko - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 62 (2016) 1, pp. 151-162

Persistent link: https://www.econbiz.de/10011483358

Market risk management in a Post-Basel II regulatory environment

Urošević, Branko; Drenovak, Mikica; Ranković, Vladimir; … - 2016

We propose a novel method of Mean-Capital Requirement portfolio optimization. The optimization is performed using a parallel framework for optimization based on the Nondominated Sorting Genetic Algorithm II. Capital requirements for market risk include an additional stress component introduced...

Persistent link: https://www.econbiz.de/10011587953

The effect of credit risk, market risk, and liquidity risk on financial performance indicators of the listed banks on Tehran Stock Exchange

Abdellahi, Sayed Amin; Mashkani, Abolfazl Jannati; … - In: American journal of finance and accounting 5 (2017) 1, pp. 20-30

Persistent link: https://www.econbiz.de/10011834000

Measuring dynamic market risk charge for market risks

Rahim, Norhana Abd.; Tafri, Fauziah Hanim - In: International journal of economics, finance and … 1 (2013) 3, pp. 175-180

Persistent link: https://www.econbiz.de/10010251805

Comparison of market risk models with respect to suggested changes of Basel accord

Stiborová, Eliška; Sznapková, Barbora; Tichný, Tomáš - In: Acta oeconomica : periodical of the Hungarian Academy … 64 (2014), pp. 257-274

Persistent link: https://www.econbiz.de/10010474360

Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement

Quell, Peter - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 43-52

Persistent link: https://www.econbiz.de/10014489153

Optimising the value-at-risk model in banks in India to adequately quantify market risks in emerging markets

Akhmedov, Fakhraddin; Zeitoun, Mhd Shaker - In: International journal of economic policy in emerging … 12 (2019) 4, pp. 337-347

Persistent link: https://www.econbiz.de/10012251125

Market risk, value-at-risk and exponential weighting

Broll, Udo; Förster, Andreas - In: Economics and business review 8/22 (2022) 2, pp. 80-91

Persistent link: https://www.econbiz.de/10013369763

Marktrisiken in der Bankenaufsicht : Umsetzung der Marktrisikoregeln der Kapitaladäquanzrichtlinie

Luz, Günther; Scharpf, Paul - 1998

Persistent link: https://www.econbiz.de/10000989339

Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

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