Showing 1 - 4 results of 4 for search 'Simona MUTU', query time: 0.02s Refine Results
  1. 1
    INTEREST RATE RISK MANAGEMENT - CALCULATING VALUE AT RISK USING EWMA AND GARCH MODELS

    INTEREST RATE RISK MANAGEMENT - CALCULATING VALUE AT RISK USING EWMA AND GARCH MODELS by Ioan TRENCA, Simona MUTU

    Published 2009-11-01
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  2. 2
    AN EMPIRICAL MODEL FOR ASSESING RISK AND PERFORMANCE IN THE ROMANIAN BANKING SYSTEM

    AN EMPIRICAL MODEL FOR ASSESING RISK AND PERFORMANCE IN THE ROMANIAN BANKING SYSTEM by Ioan TRENCA, Simona MUTU

    Published 2011-11-01
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  3. 3
    ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS

    ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS by Ioan TRENCA, Simona MUTU, Eva DEZSI

    Published 2011-11-01
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  4. 4
    EVALUATING THE LIQUIDITY DETERMINATS IN THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM

    EVALUATING THE LIQUIDITY DETERMINATS IN THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM by Ioan TRENCA, Nicolae PETRIA, Simona MUTU, Emilia COROVEI

    Published 2012-11-01
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    Article

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