Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks
Year of publication: |
2011
|
---|---|
Authors: | TRENCA, Ioan ; MUTU, Simona ; DEZSI, Eva |
Published in: |
Finante - provocarile viitorului (Finance - Challenges of the Future). - Facultatea de Economie şi Administrarea Afacerilor, ISSN 1583-3712. - Vol. 1.2011, 13, p. 32-43
|
Publisher: |
Facultatea de Economie şi Administrarea Afacerilor |
Subject: | VaR model | bank portfolio | capital requirements | market risk |
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