Essays about: "Baselregelverket"

Found 1 essay containing the word Baselregelverket.

  1. 1. Alternative Methods for Value-at-Risk Estimation : A Study from a Regulatory Perspective Focused on the Swedish Market

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Fredrik Sjöwall; [2014]
    Keywords : Basel Accords; market risk; Value-at-Risk; non-parametric model; historical simulation; weighting of observations; backtesting; Baselregelverket; marknadsrisk; Value-at-Risk; icke-parametrisk modell; historisk simulering; vägning av observationer; backtesting;

    Abstract : The importance of sound financial risk management has become increasingly emphasised in recent years, especially with the financial crisis of 2007-08. The Basel Committee sets the international standards and regulations for banks and financial institutions, and in particular under market risk, they prescribe the internal application of the measure Value-at-Risk. READ MORE