against large market risks. In particular, the new strategy avoids all the losses during the 2008 financial crisis, and it …

The financial crisis of 2007-2009 has begun in July 2007 when a loss of confidence by investors in the value of … securitized mortgages in the United States resulted in a liquidity crisis. World stock markets peaked in October 2007 and then …

management strategies performed during the 2008-09 financial crisis, evaluate how the financial crisis affected risk management … financial crisis. These issues are illustrated using Standard and Poor’s 500 Index, with an emphasis on how risk management … practices were monitored and encouraged by the Basel II Accord regulations during the financial crisis. …

A risk management strategy that is designed to be robust to the Global Financial Crisis (GFC), in the sense of … before, during and after a financial crisis, it will lead to comparatively low daily capital charges and violation penalties …

A risk management strategy is proposed as being robust to the Global Financial Crisis (GFC) by selecting a Value … maintaining the same risk management strategies before, during and after a financial crisis would lead to comparatively low daily … 2008-09 global financial crisis. We investigate the performance of a variety of single and combined VaR forecasts in terms …

five stock indexes before, during, and after the 2008-09 financial crisis. The data used are the Dow Jones Industrial …, during and after the 2008-09 financial crisis. Moreover, it is found that an aggressive risk management strategy, namely the …