Risk model backtesting
Year of publication: |
January-March 2016
|
---|---|
Authors: | Terzić, Ivica ; Milojević, Marko |
Published in: |
Ekonomika : međunarodni časopis za ekonomsku teoriju i praksu i društvena pitanja. - Niš : [Verlag nicht ermittelbar], ISSN 0350-137X, ZDB-ID 430656-9. - Vol. 62.2016, 1, p. 151-162
|
Subject: | Value at Risk | market risk | backtesting | bank | Theorie | Theory | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risikomanagement | Risk management | Risiko | Risk | Statistischer Test | Statistical test | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Marktrisiko | Market risk | Bank |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in serbischer Sprache in kyrillischer Schrift |
Other identifiers: | 10.5937/ekonomika1601151T [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Comparison of market risk models with respect to suggested changes of Basel accord
Stiborová, Eliška, (2014)
-
Market risk, value-at-risk and exponential weighting
Broll, Udo, (2022)
-
Measuring dynamic market risk charge for market risks
Rahim, Norhana Abd., (2013)
- More ...
-
Liquidity of large companies in the Republic of Serbia
Milojević, Marko, (2015)
-
RMB resilience strategies to drive business performance amid the global crisis
Zheng, Yingrong, (2023)
- More ...