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This paper describes the construction of the initial population in CAPP_DYN and illustrates the degree of representativeness of the Italian population in 2006. While the previous version of the model was constructed using the Bank of Italy Survey on Household Income and Wealth, the current...
Persistent link: https://www.econbiz.de/10009319019
This paper describes the construction of the initial population in CAPP_DYN and illustrates the degree of representativeness of the Italian population in 2006. While the previous version of the model was constructed using the Bank of Italy Survey on Household Income and Wealth, the current...
Persistent link: https://www.econbiz.de/10009150875
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...
Persistent link: https://www.econbiz.de/10010295895
The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...
Persistent link: https://www.econbiz.de/10005059004