Publications Search Results

July 25, 2014

The search found 3 of 12722 documents sorted by Date with the following criteria:
Subject / Keyword: value-at-risk

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1.

Title: Sukuk vs. Eurobonds: Is There a Difference in Value-at-Risk?
Author/Editor: Cakir, Selim ; Raei, Faezeh
Series: Working Paper No. 07/237
Published: October 1, 2007
Subject(s): Islamic banking | Bonds | Eurobond market | Investment
Author's keyword(s): Islamic finance | Sukuk | Sharia-Compliance | Eurobonds | Value-at-Risk | Diversification

 

2.

Title: Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
Author/Editor: Sy, Amadou N. R.
Series: Working Paper No. 05/78
Published: April 1, 2005
Subject(s): Interest rates | India | Banks | Risk premium | Bonds | Basel Core Principles
Author's keyword(s): Interest rate | risk management | government securities | duration | value-at-risk | Basel Core Principles

 

3.

Title: Assessing Fiscal Sustainability Under Uncertainity
Author/Editor: Barnhill, Theodore M. ; Kopits, George
Series: Working Paper No. 03/79
Published: April 1, 2003
Subject(s): Fiscal policy | Risk premium | Financial crisis | Emerging markets
Author's keyword(s): Fiscal policy | value-at-risk analysis | vulnerability to crises

 

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