Chapter 1. Preliminary Comments. A Scientometric Dimension of the Economic and Social Impact of Covid-19 -- Chapter 2. Another Crisis, Different Responses? – Determinants of Crisis and Mixt Impact on Economic Development. A Comparative Approach of the Eu Countries -- Chapter 3. Digital...

This paper provides market risk calculation for an equity-based trading portfolio. Instead of relying on the purely stochastic internal model method, which banks currently apply in line with the Basel regulatory requirements, we propose to include also alternative price mechanisms from the...