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Value at risk
Results: 893

#	Item
261	A discussion of Chionsini, Foglia & Reedtz “Bank mergers, diversification and risk” Kasper Roszbach Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Risk Diversification Systematic risk Credit risk Value at risk Mergers and acquisitions Bank Financial risk Financial economics Economics
262	DRAFT[removed]The Cyclical Behavior of Optimal Bank Capital Arturo Estrella* Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Microeconomics Economics Mathematical finance Capital Financial risk Basel II Cost of capital Investment Value at risk Actuarial science Banking Financial economics
263	Risk diversification by European financial conglomerates Add to Reading List Source URL: www.bis.org Language: English - Date: 2006-07-06 05:54:18 Finance Actuarial science Mathematical finance Systemic risk Value at risk Credit risk Risk Correlation and dependence Insurance Financial economics Financial risk Economics
264	Comments on “The cyclical behaviour of optimal bank capital” Jesús Saurina. Banco de España Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Finance Procyclical Basel II Capital requirement Investment Value at risk Leverage Economic model Macroeconomics Economics Financial economics
265	Using Loss Data to Quantify Operational Risk Patrick de Fontnouvelle Virginia DeJesus-Rueff John Jordan Eric Rosengren Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Financial risk Ethics Security Operational risk Value at risk Loss given default Financial risk modeling Credit risk IT risk management Actuarial science Risk Business
266	Risk Management Group January 2002 The Quantitative Impact Study for Operational Risk: Overview of Individual Loss Data and Lessons Learned Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:28 Financial economics Investment Institutional investors Finance Operational risk Bank Insurance Value at risk Risk management Financial institutions Actuarial science Risk
267	Norges Bank, 12-13 June, 2001 Comments on “ How Accurate are Value-at-Risk Models at Commercial Banks?” by Berkowitz and O’Brien Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 MtDna haplogroups by populations Indian general election Ethnic groups in South Africa by municipality
268	Troubleshooting Risk-Based Testing 1 Solutions to Four Common Add to Reading List Source URL: www.satisfice.com Language: English - Date: 2006-05-23 22:43:51 Ethics Risk management Financial risk Project management Test strategy Value at risk IBM Rational Unified Process Risk breakdown structure Tactical Risk Management Actuarial science Management Risk
269	How Accurate are Value-at-Risk Models at Commercial Banks? Jeremy Berkowitz* Graduate School of Management University of California, Irvine Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Financial risk Econometrics Time series analysis Actuarial science Autoregressive conditional heteroskedasticity Value at risk Vector autoregression Volatility Standard deviation Statistics Mathematical sciences Mathematical finance
270	Interpretive issues with respect to the revisions to the market risk framework, July 2011 Add to Reading List Source URL: www.bis.org Language: English - Date: 2011-02-11 09:54:00 Financial risk Business Bank regulation Standardized approach Probability of default Value at risk Exposure at default Credit risk Risk Financial regulation Basel II Actuarial science

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