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1-4 of 4
Keywords: Market risk
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Journal Articles
Managing market risk for financial performance: experience from micro finance institutionin Kenya
Available to Purchase
Journal of Financial Regulation and Compliance (2021) 29 (5): 561–579.
Published: 12 July 2021
...Peter Karugu Kahihu; David Muturi Wachira; Stephen Makau Muathe Purpose The purpose of this study was to investigate on managing market risk and financial performance, experience from microfinance institutions (MFIs) in Kenya. Design/methodology/approach This study used positivism philosophy...
Journal Articles
An empirical investigation into market risk disclosure: is there room to improve for Italian banks?
Available to Purchase
Journal of Financial Regulation and Compliance (2020) 28 (3): 465–483.
Published: 23 March 2020
...Salvatore Polizzi; Enzo Scannella Purpose This paper aims to examine the market risk disclosure practices of large Italian banks. The contribution provides insights on the way banks should provide information about market risk. The problem related to the asymmetric information between banks from...
Journal Articles
Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
Available to Purchase
Journal of Financial Regulation and Compliance (2014) 22 (3): 252–270.
Published: 08 July 2014
.... Originality/value – This is one of few studies of the CCR regulations that is so far-reaching. © Emerald Group Publishing Limited 2014 Credit risk Counterparty credit risk Basel Market risk A bank’s CCR exposure quantifies how much money the counterparty might owe the bank in the event...
Journal Articles
Capital requirements for market risks: Value‐at‐risk models and stressed‐VaR after the financial crisis
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Journal of Financial Regulation and Compliance (2013) 21 (3): 284–304.
Published: 19 July 2013
...Alberto Burchi Purpose The financial crisis has led the Basel Committee to improve the system of capital requirements for market risks. This paper aims to investigate the effects of different models to estimate the market risk in the management of the trading book. The study takes into account...
