Add to ORKGEstimation of the market risk exposure of Vietnamese banks ’ portfolios using VaR approach
Value at Risk is one of the quantitative methods used in banking and insurance. It is basically a st...
Value at Risk (VaR) is one of the most popular tools used to estimate exposure to market risks, and ...
This dataset contains all variables used to estimate and backtest VaR models in TUNINDEX stock index
This paper analyses the effectiveness of different methods to estimate Value-at-Risk (VaR) of VN-ind...
VaR has become the standard measure that financial analysts use to quantify market risk. VaR measure...
The diploma thesis Risks of using VaR models for portfolio management is focused on estimation of th...
The main objective of this study is to determine the adequacy of the measurement of market risks of ...
Value at Risk (VaR) is one of the risk measurement techniques and is considered a standard method of...
The thesis examines the share of market and credit exposition on the total rate of risk of an equity...
In this paper, we briefly review the basics of copula theory and the problem of estimating Value-at-...
M.Com. (Economics)Abstract: The best measure for market risk is still a question that has remained l...
The value at risk (VaR) measures the risk of loss associated to financial assets. For a given time p...
Portfolio risk shows the large deviations in portfolio returns from expected portfolio returns. Valu...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
[[abstract]]How to develop a method for measuring and managing the risk became an important issue. V...
Value at Risk is one of the quantitative methods used in banking and insurance. It is basically a st...
Value at Risk (VaR) is one of the most popular tools used to estimate exposure to market risks, and ...
This dataset contains all variables used to estimate and backtest VaR models in TUNINDEX stock index
This paper analyses the effectiveness of different methods to estimate Value-at-Risk (VaR) of VN-ind...
VaR has become the standard measure that financial analysts use to quantify market risk. VaR measure...
The diploma thesis Risks of using VaR models for portfolio management is focused on estimation of th...
The main objective of this study is to determine the adequacy of the measurement of market risks of ...
Value at Risk (VaR) is one of the risk measurement techniques and is considered a standard method of...
The thesis examines the share of market and credit exposition on the total rate of risk of an equity...
In this paper, we briefly review the basics of copula theory and the problem of estimating Value-at-...
M.Com. (Economics)Abstract: The best measure for market risk is still a question that has remained l...
The value at risk (VaR) measures the risk of loss associated to financial assets. For a given time p...
Portfolio risk shows the large deviations in portfolio returns from expected portfolio returns. Valu...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
[[abstract]]How to develop a method for measuring and managing the risk became an important issue. V...
Value at Risk is one of the quantitative methods used in banking and insurance. It is basically a st...
Value at Risk (VaR) is one of the most popular tools used to estimate exposure to market risks, and ...
This dataset contains all variables used to estimate and backtest VaR models in TUNINDEX stock index