Measuring market risk with conditional extreme value theory

by Adjei Barimah, James
State: New
$43.99
VAT included - FREE Shipping
Adjei Barimah, James Measuring market risk with conditional extreme value theory
Adjei Barimah, James - Measuring market risk with conditional extreme value theory

Do you like this product? Spread the word!

$43.99 incl. VAT
Only 1 items available Only 1 items available
Delivery: between Tuesday, August 10, 2021 and Thursday, August 12, 2021
Sales & Shipping: Dodax

Check other buying options

1 Offer for $43.99

Sold by Dodax EU

$43.99 incl. VAT
State: New
Free Shipping
Delivery: between Tuesday, August 10, 2021 and Thursday, August 12, 2021
View other buying options

Description

Risk management in financial institutions has grown in importance over the past five decades. This has become necessary to ensure the soundness and stability of the financial system which has become interconnected. An important innovation aimed at ensuring effective financial risk management and (later) convergence towards a common financial risk management practice has been the establishment of the Basel Committee on Banking Supervision (BCBS). The BCBS was established in 1974 by the Group of Ten countries in response to disruptions in international financial markets. The market had witnessed the collapse of the Bretton Woods system of managed exchange rates in 1973 and the Franklin National Bank of New York in 1974 as well as other events. The BCBS has the mandate to strengthen the regulation, supervision and practices of banks in member countries with the purpose of enhancing financial stability (BCBS, 2013). Since 1975, the BCBS occasionally publishes regulations for which banks in member countries1 subscribe. Market risk has been an important aspect of the institution's regulatory framework since 1996.

Contributors

Author:
Adjei Barimah, James

Further information

Biography Artist:
Adjei Barimah, James
Mr. James Adjei Barimah is an Investment Strategist. He holds a Global MBA degree in Corporate Finance from the University of Bologna Business School in Italy and MA in Quantitative Finance from the University of Warsaw in Poland.
Language:
English
Number of Pages:
76
Media Type:
Softcover
Publisher:
LAP Lambert Academic Publishing

Master Data

Product Type:
Paperback book
Release date:
May 30, 2019
Package Dimensions:
0.22 x 0.15 x 0.005 m; 0.159 kg
GTIN:
09786202007238
DUIN:
VCMQ2K54J7Q
$43.99
We use cookies on our website to make our services more efficient and more user-friendly. Therefore please select "Accept cookies"! Please read our Privacy Policy for further information.