Essays about: "Thi Huyen Vi Nguyen"
Found 1 essay containing the words Thi Huyen Vi Nguyen.
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1. Estimation of the market risk exposure of Vietnamese banks’ portfolios using VaR approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper analyses the effectiveness of different methods to estimate Value-at-Risk (VaR) of VN-index, proxy of a Vietnamese bank’s portfolio. Both parametric and non-parametric approaches are employed to estimate daily VaRs for two sets of data, one of those sets is 8 months behind the other. READ MORE
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