An accurate bug severity assessment is an important factor in bug fixing. Bugs are reported on the bug tracking system by different users with a fast speed. The size of software repositories is also increasing at an enormous rate. This increased size often has much uncertainty and...

Purpose: The purpose of this research paper is to analyze the legal powers given by countries to their regulators to carry out resolution of failed banks. Methodology: The paper uses a World Bank database of bank regulation across 148 countries. The data is used to build indices of regulatory...

The news impact curve of EGARCH captures the asymmetric impact of negative news on volatility. It also captures the impact of large shocks, negative and positive. The interpretation of the curve is complicated by its composition, making it difficult to interpret its coefficients and the...

This paper studies revision under Basel III for market risk which allows conservative combination of weighted and un-weighted VaRs. This is the first study that examines this issue. The performance of the conservative combination of filtered historical simulation and historical simulation...

A cross section of 18 Indian banks are surveyed to assess the interest rate risk levels reported by them in their Basel II Pillar III disclosures. The banks report interest rate risk levels ranging from less than 1% to 9%.A regression analysis of interest rate risk levels against ownership,...

This paper lists the assumptions behind the GAP and Duration GAP. These are related to parallel and synchronous changes in interest rates, changes in volume and composition of portfolio, early withdrawal and prepayment options, and convexity. The impact of the relaxation of these assumptions on...