Value-at-risk models under basel accord & Europe debt crisis : a Singapore perspective.
Risk management is an integral factor facilitating global financial stability. Since 1988, the Basel Accord has been setting minimum regulatory capital standards for banks throughout the world based on individual bank’s Value-at-Risk (VaR) forecasts. Adopted by more than 100 countries, including Sin...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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2012
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| Online Access: | http://hdl.handle.net/10356/49377 |