Application of VaR methodology in the capital requirement of banks
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F03%3A00007479" target="_blank" >RIV/61989100:27510/03:00007479 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
čeština
Original language name
Uplatnění metodologie Value at Risk v oblasti kapitálové přiměřenosti bank
Original language description
This paper describes the Value at Risk methodology as an alternative approach to computing capital requirements to market risk of equity instruments, which are included in a portfolio of trading instruments. Results of the application are stated in the application part, capital requirements of the chosen portfolio of various instruments are compared with results of standard method.
Czech name
Uplatnění metodologie Value at Risk v oblasti kapitálové přiměřenosti bank
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
—
Result continuities
Project
—
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Výsledky vědecké práce studentů doktorského studia Ostrava 2003
ISBN
80-248-0353-4
ISSN
—
e-ISSN
—
Number of pages
7
Pages from-to
273-279
Publisher name
VŠB - TU Ostrava, Ekonomická fakulta
Place of publication
Ostrava
Event location
Ostrava
Event date
May 29, 2003
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
—