The value at risk of the mathematical provision: Critical issues

Author： Cocozza Rosa   Di Lorenzo Emilia   Orlando Albina   Sibillo Marilena  

Publisher： Henry Stewart Publications

ISSN： 1752-8887

Source： Journal of Risk Management in Financial Institutions, Vol.1, Iss.3, 2008-04, pp. : 311-319

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The value of risk reporting: a critical analysis of value-at-risk disclosures in the banking sector

By Woods Margaret   Dowd Kevin   Humphrey Christopher  

International Journal of Financial Services Management, Vol. 3, Iss. 1, 2008-01 ,pp. : 45-64

Inderscience Publishers

Access to resources Recommend Favorite

A Value at Risk Approach to Background Risk

By Luciano E.  

The GENEVA PAPERS on Risk and Insurance Theory, Vol. 26, Iss. 2, 2001-09 ,pp. : 91-115

Springer Publishing Company

Access to resources Recommend Favorite

Non-Linear Value-at-Risk

By Britten-Jones M.   M. Schaefer S.  

European Finance Review, Vol. 2, Iss. 2, 1998-01 ,pp. : 161-187

Springer Publishing Company

Access to resources Recommend Favorite

Applying hedging strategies to estimate model risk and provision calculation

By Elices Alberto  

Quantitative Finance, Vol. 13, Iss. 7, 2013-07 ,pp. : 1015-1028

Routledge Ltd

Access to resources Recommend Favorite

Extreme Risk and Value-at-Risk in the German Stock Market

By Tolikas Konstantinos   Koulakiotis Athanasios   Brown Richard A.  

The European Journal of Finance, Vol. 13, Iss. 4, 2007-06 ,pp. : 373-395

Routledge Ltd

Access to resources Recommend Favorite