Jump to main content

yr 〜
yr

Search results 5

Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Digital文書・図像類
Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-03KIER Discussion Paper761
Available onlineOther Libraries in Japan
  • Summary, etc.The Basel II Accord requires that ......ible under the Basel II Accord.
  • Subject Heading...isk management Basel II Accord VIX futures global financial ...

International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord

International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-01KIER Discussion Paper757
Available onlineOther Libraries in Japan
  • Summary, etc....ties under the Basel II Accord, as well as ot......exes using the Basel II Accord regulations for 2008-10 to ex...
  • Subject Heading...isk management Basel II Accord global financial crisis (GFC)

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-04KIER Discussion Paper767
Available onlineOther Libraries in Japan
  • Summary, etc.The Basel II Accord requires that ......ouraged by the Basel II Accord regulations during the financ...
  • Subject Heading...ent strategies Basel II Accord global financial crisis

GFC-Robust Risk Management Strategies under the Basel Accord

GFC-Robust Risk Management Strategies under the Basel Accord
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-10KIER Discussion Paper727
Available onlineOther Libraries in Japan
  • Summary, etc....ties under the Basel II Accord, as well as other criteria. T...
  • Subject Heading...ement strategy Basel II Accord global financial crisis

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-643
Other Libraries in Japan
  • Subject Heading...ent strategies Basel II Accord financial crisis JEL Classifi...

Reached to the end of result.

RSS