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November 23, 2014
 

The Search found 3 of 13818 documents sorted by Date with the following criteria:
Subject/Keyword: Value at Risk

 
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1. Title: Systemic Risk and Asymmetric Responses in the Financial Industry
  Author/Editor: López-Espinosa, Germán ; Rubia, Antonio ; Valderrama, Laura ; Moreno, Antonio
  Series: Working Paper No. 12/152
  Published: June 01, 2012
  Subject(s): Banking systems | Commercial banks | Economic models | Financial risk | Risk management
  Author's Keyword(s): Value at Risk | systemic risk | tail-risk dependence | downside risk.
 
2. Title: Guarding Against Fiscal Risks in Hong Kong SAR
  Author/Editor: Porter, Nathaniel John
  Series: Working Paper No. 07/150
  Published: July 01, 2007
  Subject(s): Risk management | Hong Kong SAR | Fiscal policy | Tax revenues | Government expenditures | Aging | Hong Kong Special Administrative Region of China
  Author's Keyword(s): Fiscal Policy | Revenue Volatility | Value at Risk
 
3. Title: Calibrating Your Intuition: Capital Allocation for Market and Credit Risk
  Author/Editor: Kupiec, Paul H.
  Series: Working Paper No. 02/99
  Published: May 01, 2002
  Subject(s): Capital markets | Credit risk | Capital
  Author's Keyword(s): value at risk | market risk | credit risk | capital allocation
 

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