Name: Measuring market risk with conditional extreme value theory (en Inglés)
Price: 197.67 PEN
Availability: InStock
Author: Adjei Barimah, James
ISBN: 9786202007238

portada Measuring market risk with conditional extreme value theory (en Inglés)

Formato

Libro Físico

Autor

James Adjei Barimah

Editorial

LAP Lambert Academic Publishing

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

Dimensiones

22.9 x 15.2 x 0.5 cm

Peso

0.12 kg.

ISBN13

9786202007238

Categorías

Banca

Measuring market risk with conditional extreme value theory (en Inglés)

James Adjei Barimah (Autor) · LAP Lambert Academic Publishing · Tapa Blanda

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Origen: Estados Unidos (Costos de importación incluídos en el precio)

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Reseña del libro "Measuring market risk with conditional extreme value theory (en Inglés)"

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.