VALUE AT RISK. Definition : –The expected maximum loss ( or worst loss ) over a target horizon within a given confidence interval Evolved through the.
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1 COREP & The New Capital Adequacy Framework Madrid 2005 BASEL II / CAD 3.
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Vector Autoregressions and Impulse Response Functions The VAR.
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VAR Models Gloria González-Rivera University of California, Riverside and Jesús Gonzalo U. Carlos III de Madrid.
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