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Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2012-11KIER Discussion Paper832
Available onlineOther Libraries in Japan
  • Subject Heading... aggressive or conservative risk management strategies Basel Accord globa...

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
Digital文書・図像類
Santos, Paulo Araújo, Jiménez-Martín, Juan-Ángel, Amaral, Teodosio Pérez, McAleer, MichaelInstitute of Economic Research, Kyoto University2011-07KIER Discussion Paper782
Available onlineOther Libraries in Japan
  • Subject Heading...isk management conservative risk management Basel global financial crisis

Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
Digital文書・図像類
Casarin, Roberto, Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-07KIER Discussion Paper784
Available onlineOther Libraries in Japan
  • Subject Heading...isk management conservative risk management Basel Accord VIX futures Baye...

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
  • Subject Heading...isk management conservative risk management Basel II Accord VIX futures g...

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
  • Subject Heading...ement strategy conservative risk management strategy Basel II Accord glob...

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
  • Subject Heading...isk management conservative risk management Basel II Accord global financ...

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
  • Subject Heading... aggressive or conservative risk management strategies Basel II Accord gl...

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... aggressive or conservative risk management strategies Basel II Accord fi...

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