Showing 11 - 20 of 881
Persistent link: https://www.econbiz.de/10012237493
Persistent link: https://www.econbiz.de/10011915833
Persistent link: https://www.econbiz.de/10003869882
Persistent link: https://www.econbiz.de/10010257754
Persistent link: https://www.econbiz.de/10003584081
Persistent link: https://www.econbiz.de/10014437378
Persistent link: https://www.econbiz.de/10012583506
When measuring market risk, credit institutions and Alternative Investment Fund Managers may deviate from equally weighting historical data in their Value-at-Risk calculation and instead use an exponential time series weighting. The use of exponential weighting in the Value-at-Risk calculation...
Persistent link: https://www.econbiz.de/10012285469
Persistent link: https://www.econbiz.de/10012305092
Persistent link: https://www.econbiz.de/10012626662