✦ LIBER ✦

Risk management and Basel‐Accord‐implementation in Pakistan

✍ Scribed by Masood, Omar; Fry, John

Book ID: 118124403
Publisher: Emerald Group Publishing Limited
Year: 2012
Tongue: English
Weight: 167 KB
Volume: 20
Category: Article
ISSN: 1358-1988
DOI: 10.1108/13581981211237981

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Has the Basel Accord improved risk manag

Has the Basel Accord improved risk management during the global financial crisis?

✍ McAleer, Michael; Jimenez-Martin, Juan-Angel; Perez-Amaral, Teodosio 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 700 KB

GFC-robust risk management under the Bas

GFC-robust risk management under the Basel Accord using extreme value methodologies

✍ Jimenez-Martin, Juan-Angel; McAleer, Michael; Pérez-Amaral, Teodosio; Santos, Pa 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 463 KB

External Risk Measures and Basel Accords

✍ Kou, Steven; Peng, Xianhua; Heyde, Chris C. 📂 Article 📅 2013 🏛 INFORMS 🌐 English ⚖ 537 KB

International Evidence on GFC-Robust For

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

✍ Michael McAleer; Juan-Ángel Jiménez-Martín; Teodosio Pérez-Amaral 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 979 KB

## ABSTRACT A risk management strategy designed to be robust to the global financial crisis (GFC), in the sense of selecting a value‐at‐risk (VaR) forecast that combines the forecasts of different VaR models, was proposed by McAleer and coworkers in 2010. The robust forecast is based on the median

THE TEN COMMANDMENTS FOR MANAGING VALUE

THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD

✍ Juan-Ángel Jiménez-Martín; Michael McAleer; Teodosio Pérez-Amaral 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 58 KB

Do risk-adjusted pricing and the new Bas

Do risk-adjusted pricing and the new Basel capital accord reinforce the credit cycle?

✍ Manuel Ammann 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 669 KB