المؤلفون: Rossignolo, Adrián F.

المصدر: Revista Mexicana de Economía y Finanzas Nueva Época REMEF; Vol. 19, Núm. 2: Abril - Junio 2024; e991 ; 2448-6795

مصطلحات موضوعية: Economisc, Econometrics, Finance, Basel IV, Capital Requirements, Standardized Approach, Internal Models Approach, C53, F37, F38, G01, G18, G28, Economía, Finanzas, Modelos econométricos, Basilea IV, Requerimientos de Capital, Enfoque Estandarizado, Enfoque de Modelos Internos

وصف الملف: application/pdf

Relation: https://www.remef.org.mx/index.php/remef/article/view/991/927; https://www.remef.org.mx/index.php/remef/article/view/991

الاتاحة: https://www.remef.org.mx/index.php/remef/article/view/991
https://doi.org/10.21919/remef.v19i2.991

المؤلفون: Domenico Cuoco, Hong Liu

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.olin.wustl.edu/faculty/liuh/papers/var_cuoco_liu.pdf.

مصطلحات موضوعية: Banking regulation, Capital requirements, Basel Capital Accord, Internal Models Approach, Value-at-Risk, Portfolio constraints

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.136.8560; http://www.olin.wustl.edu/faculty/liuh/papers/var_cuoco_liu.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.136.8560
http://www.olin.wustl.edu/faculty/liuh/papers/var_cuoco_liu.pdf

المؤلفون: Var-based Capital, Requirements Domenico Cuoco, Hong Liu, We Thank Viral Acharya, Kerry Back, Phil Dybvig, Bob Goldstein, Karel Janecek

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ma.utexas.edu/Seminars/MathFin/Fall2003/CuocoLiu.pdf.

مصطلحات موضوعية: Capital requirements, Basel Capital Accord, Internal Models Approach, Precommitment Approach, VaR, portfolio constraints

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.196.3079; http://www.ma.utexas.edu/Seminars/MathFin/Fall2003/CuocoLiu.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.196.3079
http://www.ma.utexas.edu/Seminars/MathFin/Fall2003/CuocoLiu.pdf

المؤلفون: International Monetary Fund, World Bank

مصطلحات موضوعية: INVESTMENT, INFRASTRUCTURE, BANKING SYSTEM, COUNTRY RISK, BANKING SUPERVISION, OPERATIONAL RISK, DEPOSIT, LIQUIDATION, CRITERIA, MATURITIES, BAD DEBTS, INTERNATIONAL ACCOUNTING STANDARDS, CREDIT UNIONS, TIER 1 CAPITAL, LENDING, BANKING LAW, GOVERNMENTS, CAPITAL REQUIREMENTS, BANQUE DE FRANCE, COLLATERAL, FINANCIAL RESTRUCTURING, FINANCIAL MARKET, RESERVES, TRANSACTIONS, AUDITING, BANK, LOANS, AUDITORS, ACCOUNTING STANDARDS, RISK MANAGEMENT, TRANSPARENCY, BANK OF SLOVENIA, STRATEGIES, CREDIT DISCIPLINE, BANK ACCOUNTS, NPL, ACCOUNTING TREATMENT, HOLDING, BORROWER, BORROWERS, DEPOSITS, INDUSTRY, ASSOCIATED COMPANIES, MARKETS, INFORMATION SYSTEMS, FINANCE, SYSTEMIC RISK, CORPORATE GOVERNANCE, FINANCIAL STATEMENTS, BANKING, LIABILITIES, ENTERPRISES, OPERATIONAL RISKS, BALANCE SHEET, INTERNAL CONTROLS, FOREIGN BANKS, LIQUIDITY, SERVICES, PRICING, AFFILIATES, DEBT, CREDIT RISK, GUARANTEES, BANKING SECTOR, TRADE SECTOR, MARKET, PRUDENTIAL REGULATIONS, CAPITAL REQUIREMENT, ECONOMIC CONDITIONS, CAPITAL ADEQUACY, FINANCIAL SERVICES, PROPERTY, CENTRAL DEPOSITORY, FIXED ASSET, PROFITABILITY, CENTRAL BANK, RETURN, FACTORING, DIVIDEND POLICY, EXTRAORDINARY ITEMS, FOREIGN BANK, CURRENCIES, FOREIGN EXCHANGE, BANKING MARKET, LEGAL PROTECTION, CAPITAL, CENTRAL GOVERNMENTS, FOREIGN ASSETS, ACCOUNTING, RETURN ON ASSETS, CONSOLIDATION, VALUE, RISK, RATING AGENCIES, CAPITAL MARKETS, GOVERNANCE, REGULATORY FRAMEWORK, FINANCIAL SYSTEM, FINANCIAL INSTITUTIONS, GOOD, FINANCIAL STABILITY, INSURANCE, REVENUE, CURRENCY, BANKING SECTOR ASSETS, EXTERNAL AUDITORS, BANKING SERVICES, MATURITY MISMATCHES, EQUITY, BANKS, LAND, INTERNATIONAL BANKS, DEMAND DEPOSITS, INTERNAL MODELS APPROACH, CREDIT, CONSOLIDATED SUPERVISION, LEGISLATION, MATURITY, SECURITIES, COMMERCIAL BANKS, NONPERFORMING LOANS, PROBLEM LOANS, BANK LIQUIDITY, DISCOUNTS, MONETARY FUND, TIER 2 CAPITAL, PRUDENTIAL REQUIREMENTS, CREDIT RISK MANAGEMENT, MARKET RISK, ISSUANCE, SUPERVISORY FRAMEWORK, SUBSIDIARY, CONTRACTS, ASSET CLASSIFICATION, CAPITALIZATION, RETURN ON EQUITY, INTEREST, SUPERVISORY AUTHORITIES, SUPERVISORY REGIMES, LAWS, BANK SUPERVISION, LIQUIDITY RISK, LIQUID ASSETS, COMMERCIAL PROPERTY, SUBSIDIARIES, FOREIGN CURRENCY, AFFILIATE, TRANSACTION

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2456::7066a46558a471612bd9deaebe594ab1
http://documents.worldbank.org/curated/en/2016/05/26365833/montenegro-banking-supervision-regulation-technical-note

المؤلفون: Weber, Robert F.

المصدر: Administrative Law Review

مصطلحات موضوعية: new governance, capital adequacy regulation, internal models approach, Administrative Law, Banking and Finance Law, droit, eco

Relation: https://digitalcommons.wcl.american.edu/alr/vol62/iss3/4

الاتاحة: https://digitalcommons.wcl.american.edu/alr/vol62/iss3/4

المؤلفون: Lang, Todd M.

Thesis Advisors: Economics, Waud, Roger N., Lutton, Thomas J., Lang, William W.

مصطلحات موضوعية: Capital Allocation Requirements, Market Risk, Leverage, Value-at-Risk, VaR, Internal Models Approach

وصف الملف: application/pdf

Relation: etd.pdf

الاتاحة: http://hdl.handle.net/10919/36361
http://scholar.lib.vt.edu/theses/available/etd-12212000-222116/

المؤلفون: Domenico Cuoco, Hong Liu, We Thank Kerry Back, Phil Dybvig, Bob Goldstein, Karel Janecek, Seminar Participants

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.afajof.org/pdfs/2004program/UPDF/P9_Asset_Pricing.pdf.

مصطلحات موضوعية: Capital requirements, Basel Capital Accord, Internal Models Approach, Precommitment Approach, VaR, portfolio constraints

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.218.1673; http://www.afajof.org/pdfs/2004program/UPDF/P9_Asset_Pricing.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.218.1673
http://www.afajof.org/pdfs/2004program/UPDF/P9_Asset_Pricing.pdf

المؤلفون: Domenico Cuoco, Hong Liu, We Thank Viral Acharya, Kerry Back, Phil Dybvig, Bob Goldstein, Karel Janecek

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.hhs.se/NR/rdonlyres/ewprsnlqukkiy44yi4ofsqik3stjgbnjiep6etteh7ormzqlje6qb2m76oau5e3yfz6nfeewncihlb/Cuoco.pdf.

مصطلحات موضوعية: Capital requirements, Basel Capital Accord, Internal Models Approach, Precommitment Approach, VaR, portfolio constraints

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.202.1312; http://www.hhs.se/NR/rdonlyres/ewprsnlqukkiy44yi4ofsqik3stjgbnjiep6etteh7ormzqlje6qb2m76oau5e3yfz6nfeewncihlb/Cuoco.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.202.1312
http://www.hhs.se/NR/rdonlyres/ewprsnlqukkiy44yi4ofsqik3stjgbnjiep6etteh7ormzqlje6qb2m76oau5e3yfz6nfeewncihlb/Cuoco.pdf

المؤلفون: Domenico Cuoco, Hong Liu

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.olin.wustl.edu/faculty/liuh/Papers/VaR_Cuoco_Liu.pdf.

مصطلحات موضوعية: Capital requirements, Basel Capital Accord, Internal Models Approach, Precommitment Approach, VaR, portfolio constraints

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.6913; http://www.olin.wustl.edu/faculty/liuh/Papers/VaR_Cuoco_Liu.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.6913
http://www.olin.wustl.edu/faculty/liuh/Papers/VaR_Cuoco_Liu.pdf

المؤلفون: Domenico Cuoco, Hong Liu, We Thank Viral Acharya, Kerry Back, Phil Dybvig, Bob Goldstein, Karel Janecek

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.hec.ca/cref/sem/documents/040420.pdf.

مصطلحات موضوعية: Capital requirements, Basel Capital Accord, Internal Models Approach, Precommitment Approach, VaR, portfolio constraints

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.194.8119; http://www.hec.ca/cref/sem/documents/040420.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.194.8119
http://www.hec.ca/cref/sem/documents/040420.pdf

المؤلفون: Stephanou, Constantinos

مصطلحات موضوعية: ACCOUNTING, ACCOUNTING PRACTICES, ACCOUNTS, ARBITRAGE, BANK CAPITAL, BANK INSOLVENCY, BANKING SUPERVISION, BANKING SYSTEM, BANKS, BARRIERS TO ENTRY, BASLE ACCORD, BASLE STANDARDIZED MEASURE, CAPITAL ADEQUACY, CAPITAL ADEQUACY DIRECTIVE, CAPITAL REGULATION, CAPITAL REQUIREMENTS, CAPITAL STANDARDS, COMPLIANCE COSTS, CREDIT RISK, DEPOSIT INSURANCE, DEREGULATION, ECONOMISTS, FINANCIAL INSTITUTIONS, FOREIGN EXCHANGE, ILLIQUIDITY, INTERNAL MODELS APPROACH, LIBERALIZATION, MARKET FACTORS, MARKET RISK, MARKET RISKS

وصف الملف: application/pdf; text/plain

Relation: Viewpoint: Public Policy for the Private Sector; Note No. 98; http://documents.worldbank.org/curated/en/1996/12/693111/regulating-market-risk-banks-options; https://hdl.handle.net/10986/11602

الاتاحة: https://hdl.handle.net/10986/11602
http://documents.worldbank.org/curated/en/1996/12/693111/regulating-market-risk-banks-options

المؤلفون: Μακροπούλου, Αγγελική-Σοφία - Ιωάννης

مصطلحات موضوعية: Value-at-risk, Τράπεζα διεθνών διακανονισμών, Τυποποιημένη προσέγγιση, Προσέγγιση εσωτερικών υποδειγμάτων, Μέθοδος διακύμανσης–συνδιακύμανσης, Ιστορική προσομοίωση, Monte Carlo, International settlements bank, Standardized approach, Internal models approach, Variance-covariance, Historical simulation, ARIMA models, ARCH models, Risk management

جغرافية الموضوع: Σάμος

Relation: https://vsmart.lib.aegean.gr/webopac/List.csp?SearchT1=%CE%9C%CE%B1%CE%BA%CF%81%CE%BF%CF%80%CE%BF%CF%8D%CE%BB%CE%BF%CF%85,+%CE%91%CE%B3%CE%B3%CE%B5%CE%BB%CE%B9%CE%BA%CE%AE-%CE%A3%CE%BF%CF%86%CE%AF%CE%B1+&Index1=Keywordsbib&Database=1&SearchMethod=Find_1&SearchTerm1=%CE%9C%CE%B1%CE%BA%CF%81%CE%BF%CF%80%CE%BF%CF%8D%CE%BB%CE%BF%CF%85,+%CE%91%CE%B3%CE%B3%CE%B5%CE%BB%CE%B9%CE%BA%CE%AE-%CE%A3%CE%BF%CF%86%CE%AF%CE%B1+&OpacLanguage=gre&Profile=Default&EncodedRequest=*02*FB*07*F16*BB*26*EF*86*123*AE*3Cl*3B*FB&EncodedQuery=*02*FB*07*F16*BB*26*EF*86*123*AE*3Cl*3B*FB&Source=SysQR&PageType=Start&PreviousList=RecordListFind&WebPageNr=1&NumberToRetrieve=50&WebAction=NewSearch&StartValue=0&RowRepeat=0&ExtraInfo=&SortIndex=Year&SortDirection=-1&Resource=&SavingIndicator=&RestrType=&RestrTerms=&RestrShowAll=&LinkToIndex=; http://hdl.handle.net/11610/15612

الاتاحة: http://hdl.handle.net/11610/15612
https://vsmart.lib.aegean.gr/webopac/List.csp?SearchT1=%CE%9C%CE%B1%CE%BA%CF%81%CE%BF%CF%80%CE%BF%CF%8D%CE%BB%CE%BF%CF%85,+%CE%91%CE%B3%CE%B3%CE%B5%CE%BB%CE%B9%CE%BA%CE%AE-%CE%A3%CE%BF%CF%86%CE%AF%CE%B1+&Index1=Keywordsbib&Database=1&SearchMethod=Find_1&SearchTerm1=%CE%9C%CE%B1%CE%BA%CF%81%CE%BF%CF%80%CE%BF%CF%8D%CE%BB%CE%BF%CF%85,+%CE%91%CE%B3%CE%B3%CE%B5%CE%BB%CE%B9%CE%BA%CE%AE-%CE%A3%CE%BF%CF%86%CE%AF%CE%B1+&OpacLanguage=gre&Profile=Default&EncodedRequest=*02*FB*07*F16*BB*26*EF*86*123*AE*3Cl*3B*FB&EncodedQuery=*02*FB*07*F16*BB*26*EF*86*123*AE*3Cl*3B*FB&Source=SysQR&PageType=Start&PreviousList=RecordListFind&WebPageNr=1&NumberToRetrieve=50&WebAction=NewSearch&StartValue=0&RowRepeat=0&ExtraInfo=&SortIndex=Year&SortDirection=-1&Resource=&SavingIndicator=&RestrType=&RestrTerms=&RestrShowAll=&LinkToIndex=

المؤلفون: 周士偉, Chou, Jacky

مصطلحات موضوعية: 市場風險, 風險值, 經濟價值, 信託基金操作風險, 風險因子, 一般風險值, 壓力風險值, 條件風險值, 增額風險值, 邊際風險值, 變異數-共變異數法, 歷史模擬法, 蒙地卡羅模擬法, 隱含波動度, 厚尾, 順景氣循環, 標準法, 內部模型法, 市場流動性風險, 外生性市場流動性風險, 內生性市場流動性風險, 流動性調整後風險值, 壓力測試, 回溯測試, Market Risk, Value at Risk, Economic Value, Active Management VaR, Tracking Error, Risk Factor, Common VaR, Stressed VaR, Conditional VaR, Incremental VaR, Marginal VaR, Variance-Covariance Approach, Historical Simulation Approach, Monte Carlo Simulation Approach, Fat Tail, Time-Varying Volatility, pro-cyclical, Standardized Approach, Internal Models Approach, Implied Volatility, Generalized Error Distribution, Bernoulli trial test, Likelihood ratio test, Unconditional Coverage Test, Conditional Coverage Test, Backward Looking Model, Forward Looking Model, Forecasting VaR, Pearson Correlation, Cholesky decomposition, Kendall Correlation, Copula method, Future Volatility Disconnection, Market Liquidity Risk, Exogenous Market Liquidity Risk, Endogenous Market Liquidity Risk, Liquidity-adjusted VaR, Stress Test, Backtesting, Net Interest Income, Re-pricing Model, Maturity Model, Duration Model

الاتاحة: http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0099932057%22.