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It Pays to Violate: How Effective are the Basel Accord Penalties?

It Pays to Violate: How Effective are the Basel Accord Penalties?
Paper文書・図像類
da, Veiga Bernardo, Chan, Felix, McAleer, Michael日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-683
Other Libraries in Japan

What Happened to Risk Management During the 2008-09 Financial Crisis?

What Happened to Risk Management During the 2008-09 Financial Crisis?
Paper文書・図像類
McAleer, Michael, Juan-Angel, Jimenez-Martin and Teodosio Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-636
Other Libraries in Japan

The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges

The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
Paper文書・図像類
McAleer, Michael日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-652
Other Libraries in Japan
  • Subject Heading...isk violations JEL Classifications: G32, G11, G17, C53.

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
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-644
Other Libraries in Japan
  • Subject Heading... value-at-risk JEL Classifications: G32, G11, G17, C53.

Optimal Risk Management Before, During and After the 2008-09 Financial Crisis

Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, P?rez-Amaral日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-667
Other Libraries in Japan

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

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