Essays about: "Helena Zitzmann"

Found 1 essay containing the words Helena Zitzmann.

  1. 1. Managing Market Risk in Europe: The Performance of Value-at-Risk Models in Different Economic Conditions and the Impact of Basel II.5 on Financial Stability

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anastasia Skosyrskaya; Helena Zitzmann; [2015]
    Keywords : Value-at-Risk VaR ; Backtesting; Basel II.5; Market Risk Charges; Financial Crisis;

    Abstract : Major regulatory standards, like the Basel II.5 accord, refer to a bank's internal Value-at-Risk model for determining its respective amount of market risk and for imposing adequate capital charges on the bank. READ MORE