Search Results - subject:"residual risk"

Risk exposures of European cooperative banks: a comparative analysis

Mare, Davide Salvatore; Gramlich, Dieter - In: Review of Quantitative Finance and Accounting 56 (2020) 1, pp. 1-23

find that credit, interest rate and residual risk have a high degree of commonality. Liquidity risk is somehow dissociated …

Persistent link: https://www.econbiz.de/10014504328

Management and Internal Audit in the Current Context

Jalba, Luminita Georgeta - In: Knowledge Horizons - Economics 5 (2013) Special 1, pp. 118-121

The article on “Management and internal audit in the current context" brings in the reader's attention the concept of internal audit and its interdependence with risk management, in the effort of companies to create value and manage risk effectively.

Persistent link: https://www.econbiz.de/10011198557

Management and Internal Audit in the Current Context

Jalba, Luminita Georgeta - In: Knowledge Horizons - Economics 5 (2013) Special 1, pp. 118-121

Persistent link: https://www.econbiz.de/10010734998

Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates

Rossi, Francesco - Volkswirtschaftliche Fakultät, … - 2011

. Comparing parametric and non-parametric estimates of residual risk, we find the former to significantly overstate diversifiable …

Persistent link: https://www.econbiz.de/10011261127

The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange

Javid, Attiya Y.; Ahmad, Eatzaz - Pakistan Institute of Development Economics - 2008

residual risk plays some role in pricing risky assets. This allows for the return distribution to vary over time. The empirical …

Persistent link: https://www.econbiz.de/10005626231

Outsourcing: the Security Risk Management Challenge

Colwill, Carl - 2006

compliance and governance frameworks. The method employed by BT is based on the UK Government’s Infosec Standard No. 1: Residual … Risk Assessment Method (IS1) and has been tailored to suit a commercial environment. To implement the method, many sources …

Persistent link: https://www.econbiz.de/10009440794