Makatjane, Katleho; Moroke, Ntebogang Dinah; Munapo, Elias - In: Handbook of research on emerging theories, models, and …, (pp. 31-64). 2021
exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices. The effectiveness of risk measures for measuring risk … capital using Glue-value-at-risk (VaR) is more conservative than using other risk measures under the GEV distribution. …