Publications Search Results

November 25, 2015

The Search found 3 of 14679 documents sorted by Date with the following criteria:
Subject/Keyword: Value at Risk

Results:  [New Search]   [Sort by Author]   [Sort by Title]  
Page: 1 

1. Title: Systemic Risk and Asymmetric Responses in the Financial Industry
  Author/Editor: Germán López-Espinosa ; Antonio Rubia ; Laura Valderrama ; Antonio Moreno
  Series: IMF Working Papers
  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
  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.
  Published: May 01, 2002
  Subject(s): Capital markets | Credit risk | Capital
  Author's Keyword(s): value at risk | market risk | credit risk | capital allocation

Results:  [New Search] [Sort by Author] [Sort by Title]
Page: 1 

How to Order