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Due to its known weaknesses Value at Risk (VaR) has been modified to have a better market risk measurement model. 2007-2008 global financial crisis has increased the necessity to incorporate market liquidity into widely used models. This is to raise the required regulatory capital for trading...
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, Montenegro and Turkey. It follows a macro-prudential approach, emphasising systemic risks of financial systems as a whole. After … identifies current challenges for the bank-based financial sectors as mainly stemming from: (i) high or rising domestic credit …
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reasonably priced. Comparing a bank's risk efficiency with its competitors may provide additional insights to regulatory and … supervisory authorities together with bank management. The results indicate that profitability of banks is not necessarily …
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reinforcing effects? The authors relate bank efficiency to shortfalls from a stochastic risk/return frontier. They analyze how … Turkish banks. The 2000 financial crisis was a wake-up call for bank efficiency and corporate governance. As a result, better … environments are more stable and bank products are more complex …
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reinforcing effects? The authors relate bank efficiency to shortfalls from a stochastic risk/return frontier. They analyze how … Turkish banks. The 2000 financial crisis was a wake-up call for bank efficiency and corporate governance. As a result, better … environments are more stable and bank products are more complex …
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