Validity of historical simulation in EU new member and candidate states
Market risk arises from movement in the underlying risk factors of a particular security, such as: equity prices, interest rates, exchange rates and commodity prices. With the approval of Basle Committee for Banking Supervision and European Commission on using internally developed market risk measur...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics in Osijek
2007-01-01
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| Series: | Ekonomski Vjesnik |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/file/294030 |