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Value at risk
Results: 893

#	Item
821	31 August 2006 Call for advice from the European Commission on large exposures Report on industry practices Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2013-05-10 07:40:10 Management Financial economics Security Financial services Investment Credit risk Investment management IT risk management Value at risk Actuarial science Risk Financial risk
822	EBA-Op[removed]December 2013 Opinion of the European Banking Authority on Credit Valuation Adjustment risk for the determination of a proxy spread Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-25 10:33:57 Mathematical finance Management Business Risk management European Banking Authority Credit Valuation Adjustment Value at risk European System of Financial Supervisors Actuarial science Financial risk Risk
823	Microsoft Word - Document2 Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2012-11-23 07:23:17 Economics Economy of the European Union European Insurance and Occupational Pensions Authority European Union Risk management Pension Solvency II Directive Value at risk Risk Financial economics Actuarial science Management
824	EBA BS[removed]December 2013 Report on variability of Risk Weighted Assets for Market Risk Portfolios Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-24 12:00:14 Economics Investment Mathematical finance Actuarial science Summary statistics Modern portfolio theory Diversification Value at risk Portfolio Financial economics Statistics Financial risk
825	CONSULTATION PAPER ON EBA DRAFT RTS AND ITS ON BENCHMARKING PORTFOLIOS EN ANNEX VIII RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-05-28 09:43:12 Actuarial science Value at risk 0 Mathematics Finance Financial risk Mathematical finance Financial economics
826	PDF Document Add to Reading List Source URL: firejune.com Language: English - Date: 2014-07-04 03:25:55 Backronyms Binary large object Databases Value at risk Node.js Append Computing Computer programming Software engineering
827	Comments Template on CEIOPS-CP 74 Consultation Paper on the Draft L2 Advice on Correlation parameters Name of Company: Deadline Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:16:46 Information Economy of the European Union European Insurance and Occupational Pensions Authority European Union Comment Parameter Value at risk Data Computing Actuarial science Financial risk Mathematical finance
828	January 2, 2013 The Third Generation Northfield Risk Models Northfield Information Services Research Anish Shah Add to Reading List Source URL: www.northinfo.com Language: English - Date: 2013-02-26 15:45:20 Finance Economics Financial risk Investment Technical analysis Volatility Economic model Beta Value at risk Mathematical finance Financial economics Actuarial science
829	Measuring Systemic Risk∗ Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson† May[removed]Abstract Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2010-06-10 12:06:11 Risk Systemic risk Financial crisis Basel II Derivative Credit default swap Value at risk Credit risk Late-2000s financial crisis Financial risk Economics Financial economics
830	Robust Portfolio Optimization with Value-At-Risk Adjusted Sharpe Ratios Geng Deng, PhD, CFA, FRM∗ Craig McCann, PhD, CFA‡ Tim Dulaney, PhD, FRM† Add to Reading List Source URL: www.slcg.com Language: English - Date: 2013-11-05 12:37:16 Probability theory Statistical inference Sharpe ratio Mathematical finance Standard deviation Kurtosis Normal distribution Skewness Estimation theory Statistics Financial ratios Data analysis

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