The risk measurement revolution

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Ebook An introduction to market risk measurement: Part 1

Part 1 book "An introduction to market risk measurement" includes content: The risk measurement revolution, measures of financial risk, basic issues in measuring market risk, Non-parametric VaR and ETL; parametric VaR and ETL; simulation approaches to VaR and ETL estimation.

139p oursky01 24-07-2023 7 5 Download

Building credit scoring process in Vietnamese commercial banks using machine learning

The industrial revolution 4.0 has affected the banking sector with the trend of transforming traditional banks into digital ones. Since the global financial crisis, risk management in banks has gained more prominence, and there has been a constant focus on how risks are being detected, measured, reported and managed. Recently, the world has seen a huge amount of data gathered within financial institutions (FIs). Crediting activities of banks must change for adapting with this trending.

14p nguathienthan6 06-07-2020 61 3 Download

Management of abnormal accounting accruals through the regulatory approach of credit risk: Evidence in the Mena countries' banks before and after the Arab spring revolution

This article examines the effect of credit risk and its regulatory measures on accounting manipulation in 202 banks in the 10 MENA countries. Such a deviation from the regulatory requirements may lead managers to smooth the accounting net income, by applying the "fair full value" method as an accounting method. The purpose of this study is to estimate abnormal accruals using the classical Kothari et al (2005) [11] model and to see their progress before the Arab spring revolution (2000-2010) and after (2011-2014) using the “Difference-in-difference” approach.

14p chauchaungayxua2 19-01-2020 44 0 Download
Factors responsible for adoption of Gobindabhog rice in some selected areas of Burdwan district, West Bengal, India

Adoption is a process of making a decision about an innovation of technology option offered to anyone. Even though we have brought about green revolution and moving for second green revolution, more than 60% of technology cannot reach the domain of farmer‟s innovation decision. So the present study takes care of adoption process of „Gobindabhog‟ famous traditional aromatic rice, to explore the process and complexity of its adoption and subsequent socialization. Aromatic rice like Gobindabhog has got social, ecological and economic importance.

7p nguaconbaynhay1 08-12-2019 17 0 Download