Results 11 to 20 of about 14,369,089 (255)
AML Risk Adjusted Performance Indicators: Assumptions & Methodology [PDF]
Risk Management Magazine, 2022 In this paper, starting from the "holistic" approach of the European Banking Authority (EBA) which reinforces the relevance of antimoney laundering in the prudential assessment of banks, a conceptual scheme is proposed for the calculation of the ...
Ivano Traina, Andrea Vivoli
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Islamic Market Index Behavior and Performance: Empirical Evidence from Dow Jones Market Indexes [PDF]
Eurasian Journal of Business and Economics, 2022 The main objective of the study is to empirically investigate the impact of the Conventional stock market index on the Islamic stock market index and the comparative performance of the two stock market indexes.
Irfan DJEDOVIĆ, Hisham KHALLAF
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Risk management for whales [PDF]
, 2016 We propose framework for modeling portfolio risk which integrates market risk with liquidation costs which may arise in stress scenarios. Our model provides a systematic method for computing liquidation-adjusted risk measures for a portfolio. Calculation
Cont, R, Wagalath, L
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Off-Balance Sheet Analysis Toward Risk-Adjusted Performance
The Indonesian Journal of Accounting Research, 2021 Off balance sheet is an activity undertaken by a financial institution, but not seen or recorded on the balance sheet because such activities do not cause or involve ownership of assets and the issuance of debt instruments (Saunders & Cornett 2003).
Ignatia Ryana Widyatini +1 more
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Measuring the risk-adjusted performance of selected soft agricultural commodities
Agricultural Economics (AGRICECON), 2022 In this paper, we used several elaborate return-to-risk methods to investigate the risk-adjusted performances of five soft commodities. Regarding only the level of risk, we found that cocoa had the highest risk of losses, followed by orange juice. Cotton
Dejan Živkov +2 more
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Risk-adjusted monitoring of surgical performance. [PDF]
PLoS ONE, 2018 We propose a nonparametric risk-adjusted cumulative sum chart to monitor surgical outcomes for patients with different risks of post-operative mortality due to risk factors that exist before the surgery.
Jianbo Li +3 more
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Assessing the Performance and Risk-Adjusted Returns of Financial Mutual Funds
International Journal of Financial Studies, 2023 In this study, we provide a comprehensive examination of the performance of financial (specialty sector financial) mutual funds over a 23-year period, a much longer time frame than what has been analyzed in previous literature.
Davinder K. Malhotra +3 more
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Measurement Of Shariah Stock Performance Using Risk Adjusted Performance
Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah, 2015 The aim of this research is to analyze the shariah stock performance using risk adjusted performance method. There are three parameters to measure the stock performance i.e. Sharpe, Treynor, and Jensen.
Zuhairan Y Yunan, Mia Rahmasari
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THE ADJUSTED MARKET POWER, COMPETITION, AND PERFORMANCE: ISLAMIC VS CONVENTIONAL BANKS
Journal of Islamic Monetary Economics and Finance, 2022 This study explores the relationship between competition and performance in a dual-banking setting. More specifically, we compare whether using the Traditional Lerner index (TLI) the efficiency-adjusted Lerner index (EALI) would yield different ...
Mudeer Ahmed Khattak +3 more
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Developing an Improved Risk-Adjusted Net Present
, 2022 The financial valuation of a drug that is still under development is required for various purposes. The risk-adjusted net present value (r-NPV) method, which recently emerged in the biotech industry, uses the development attrition rate as a discount ...
김응도 +5 more
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