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Risk management associated with tariff-linked agreements

Mahlatsi, Tsatsi Jonas - 2004

The study focuses on tariff-linked (or commodity-linked) agreements entered into between a power utility and commodity producers. The main purpose of these types of agreements is to link electricity tariff payable by commodity producers to the price of the commodity produced thereby transferring...

Persistent link: https://www.econbiz.de/10009457811

Paul Volcker talks about the economic crisis

Volcker, Paul A. - 2009

Includes descriptive metadata provided by producer in QuickTime movie file: "Politics, Economics and Social Issues - Video - Paul Volcker talks about the economic crisis." By Vanderbilt University. Paul A. Volcker, senior economic advisor to President Obama and former chairman of the Federal...

Persistent link: https://www.econbiz.de/10009431143

Varying the VaR for unconditional and conditional environments

Cotter, John - 2007

from 12 European bourses, this paper presents VaR measures based on their unconditional and conditional distributions for …

Persistent link: https://www.econbiz.de/10009475703

European Sectors and Conditional Measures of Extreme Market and Credit Risk

Powell, Robert; Allen, David - 2010

Financial Crisis (GFC). Market risk is measured using Value at Risk (VaR) and Conditional Value at Risk (CVaR) which measures … risk beyond VaR. Credit risk is measured using the Merton I KMV Distance to Default (DO) model, and our unique Conditional …

Persistent link: https://www.econbiz.de/10009440833

The impact of the market risk of capital regulations on bank activities

Eksi, Emrah - 2006

well as the accuracy of VaR models.The implementation of the market risk capital regulations can influence banks eitherby … the use of either a standardised approach or the VaR methodologies to determine the required capital amounts to cover … marketrisk. In order to evaluate these approaches, firstly differences on bank VaR practicesare investigated by employing a …

Persistent link: https://www.econbiz.de/10009461296

When statistics fail : extreme events in financial institutions

Sundmacher, Maike; Ford, Guy - University of Western Sydney; Macquarie University; … - 2004

Extreme value theory (EVT) is regularly put forward by academics, practitioners and banking regulators as a methodology for measuring the likelihood of operational risk losses that have a very low probability of occurrence, but which have the potential for catastrophic outcomes in terms of...

Persistent link: https://www.econbiz.de/10009482233

Selecting Various Industrial Competitors Affect The Risk Level of Viet Nam Insurance Industry

Huy, Dinh Tran Ngoc - 2013

by equity beta var of 0,107).Beside, the empirical research findings show us that asset beta min value increases from 0 …

Persistent link: https://www.econbiz.de/10011315483

Selecting Various Industrial Competitors Affect The Risk Level of Viet Nam Insurance Industry

Huy, Dinh Tran Ngoc - 2013

by equity beta var of 0,107).Beside, the empirical research findings show us that asset beta min value increases from 0 …

Persistent link: https://www.econbiz.de/10011531819

A Fuzzy Approach for Transactional Risk Management in E-Business Collaborations

Hussain, Omar - 2010

Risk Management is an important process to be carried out for any form of interaction before decision-making. This process will help the concerned user to take steps and actions accordingly in order to address risks and achieve the activity's desired goals. Various techniques and approaches for...

Persistent link: https://www.econbiz.de/10009435016

Evolving dynamic trade execution strategies using grammatical evolution

Cui, Wei; Brabazon, Anthony; O'Neill, Michael - 2010

Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of these methods for efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the...

Persistent link: https://www.econbiz.de/10009475636