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Measuring market risk of commercial banks implementing VaR with historical simulation approach

Chia sẻ: Hiền Nguyễn | Ngày: | Loại File: PDF | Số trang:21

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This paper attempts to picture the impact of the market risk of ten commercial banks located in Bangladesh with the help of a non-parametric model known as the Historical Simulation Approach over the course of eight years.

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