Search Results - subject:"CFAR"

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Emerging economies' vulnerability to changes in capital flows : the role of global and local factors

Norimasa, Yoshihiko; Ueda, Kazuki; Watanabe, Tomohiro - 2021

Persistent link: https://www.econbiz.de/10014294211

Cash flow at risk assessment for the banking sector of Georgia

Mdivnishvili, Tamar; Mkhatrishvili, Shalva; Tutberidze, … - 2020

Persistent link: https://www.econbiz.de/10013414863

Long-term project valuation in capital-constrained firms

Shimko, David C. - In: Finance : revue de l'Association Française de Finance 40 (2019) 3, pp. 121-139

Persistent link: https://www.econbiz.de/10012154181

Risk management for private equity funds

Buchner, Axel - In: Journal of risk 19 (2017) 6, pp. 1-32

Persistent link: https://www.econbiz.de/10011799119

Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector

Yan, Meilan; Hall, Maximilian J. B.; Turner, Paul - School of Business and Economics, Loughborough University - 2011

Exposure-Based Cash-Flow-at-Risk (CFaR) model, which not only measures a bank's liquidity risk tolerance, but also helps to … six biggest UK banks, only the HSBC maintains positive CFaR with 95% confidence, which means that there is only a 5 … its downside cash flow (i.e. CFaR) and expected cash flow. …

Persistent link: https://www.econbiz.de/10009364598

Application of net cash flow at risk in project portfolio selection

Sharifi, Masoud Mohammad; Safari, Mojtaba - In: Project management journal : PMJ 47 (2016) 4, pp. 68-78

Persistent link: https://www.econbiz.de/10011593973

Exposure-based volatility : an application in corporate risk management

Fassas, Athanasios P.; Rumenov Lyaskov, Vasil - In: Investment management and financial innovations 13 (2016) 2, pp. 235-245

Persistent link: https://www.econbiz.de/10011665499

Análisis de la exposición al riesgo del Efectivo Generado por la Operación (EGO) bajo incertidumbre macroeconómica y de mercado

Echeverry, Hernán Herrera - UNIVERSIDAD EAFIT - 2010

cálculo del CFaR (flujo de caja en riesgo) evitando considerar la empresa como una promedio de un grupo de competidores … for calculating the CFaR (Cash Flow at Risk) when regard the company as an average of a group of similar competitors and …

Persistent link: https://www.econbiz.de/10011123725

Estimating liquidity risk using the exposure-based cash-flow-at-risk approach : an application to the UK banking sector

Yan, Meilan; Hall, Maximilian; Turner, Paul - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 225-238

Persistent link: https://www.econbiz.de/10010471929

Detection-recognition algorithm based on the Gabor transform for unknown signals embedded in unknown noise

Swiercz, Ewa; Pieniezny, Andrzej - In: Mathematics and Computers in Simulation (MATCOM) 80 (2009) 2, pp. 270-293

In this paper we present the CFAR (Constant False Alarm Rate) two-step detection-recognition algorithm for unknown, non … and shape parameters of the Weibull distribution are easily estimated and the CFAR threshold used in detection, based on … detection-recognition CFAR algorithm. This approach is successfully investigated on a real-life radar signal. …

Persistent link: https://www.econbiz.de/10010749797