Results 221 to 230 of about 366,309 (253)

???????????????? ???????????? ???? ???????????????????? ???????????????? ?????????????? ???? ???????????? ?????????????????? VaR(value-at-risk)

2010
?????????????????????????? ?????????????? ???????????????????? ????????????????????, ?????? ?????????? ?????????? ?????????????????? ???????????????? ?????????? ???????????????????????? ??????????.
openaire   +1 more source

Estimating Value-at-Risk (VaR) using TiVEx-POT Models [PDF]

, 2009
Financial institutions hold risks in their investments that can potentially affect their ability to serve their clients. For banks to weigh their risks, Value-at-Risk (VaR) methodology is used, which involves studying the distribution of losses and formulating a statistic from this distribution.
Mapa, Dennis S., Cayton, Peter Julian, Lising, Mary Therese   +2 more
openaire  

Value At Risk (Var) As A Market Risk Measure

Montenegrin Journal of Economics, 2010
Market risk is the potential loss on investment due to fluctuations in the market value of traded position that cannot be hedged or diversified away. Value at Risk (VAR) is a standard measure of market risk, adopted by all financial market participants. Its use in risk management is a legal and regulatory requirement.
openaire   +1 more source

Value-at-Risk (VaR)

2023
openaire   +1 more source

8 La Value at Risk (VaR)

2020
openaire   +2 more sources

Equivalent Risk Indicators: VaR, TCE, and Beyond

Risks, 2022
Silvia Faroni, Krzysztof Ostaszewski
exaly  

A Personal Data Value at Risk (Pd-VaR) Approach

Journal of Research Innovation and Technologies (JoRIT)
What if the main data protection vulnerability is risk management? Data Protection merges three disciplines: data protection law, information security, and risk management. Nonetheless, very little research has been made in the field of data protection risk management, where subjectivity and superficiality are the dominant state of the art.
openaire   +1 more source

The diabolical sovereigns/banks risk loop: A VAR quantile design

Journal of Economic Asymmetries, 2020
Matteo Foglia, Eliana Angelini
exaly  

Risk spillovers between oil and stock markets: A VAR for VaR analysis

Energy Economics, 2019
Gang-Jin Wang, Yudong Wang
exaly  

Enterprise risk management: a DEA VaR approach in vendor selection

International Journal of Production Research, 2010
Desheng Dash Wu, David Olson
exaly