Showing 1 - 10 of 924
Persistent link: https://www.econbiz.de/10012627102
Persistent link: https://www.econbiz.de/10011654061
Surveys of Professional Forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their quality. This is partly because such surveys are often conducted for...
Persistent link: https://www.econbiz.de/10012844562
Surveys of professional forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their quality. This is partly because such surveys are often conducted for...
Persistent link: https://www.econbiz.de/10012845698
Persistent link: https://www.econbiz.de/10012196192
Persistent link: https://www.econbiz.de/10012878188
Persistent link: https://www.econbiz.de/10014432743
Persistent link: https://www.econbiz.de/10010400299
Bank risk managers follow the Basel Committee on Banking Supervision (BCBS) recommendations that recently proposed shifting the quantitative risk metrics system from Value-at-Risk (VaR) to Expected Shortfall (ES). The Basel Committee on Banking Supervision (2013, p. 3) noted that: "a number of...
Persistent link: https://www.econbiz.de/10011431395