The analysis of Market Risk VaR management ：the case of financial holding company

The analysis of Market Risk VaR management ：the case of financial holding company

Show other versions (1)

碩士 === 國立政治大學 === 經營管理碩士學程(EMBA) === 100

Bibliographic Details
Main Authors:	Chou, Jacky, 周士偉
Other Authors:	Wang, Jennifer
Format:	Others
Language:	zh-TW
Published:	2012
Online Access:	http://ndltd.ncl.edu.tw/handle/67311990099277986083

Similar Items

Market Risk VaR Models for Financial Holding Company
by: Wang Chien-Yin, et al.
Published: (2003)

AN APPLICATION OF THE VALUE AT RISK (VaR) TO COMPANY'S FINANCIAL DISTRESS PREDICTION
by: Ke-hsin Chai, et al.
Published: (2006)

Risk-Adjusted Stock Return and Performance Evaluation of the Finance Holding Company：The Application of Incorporating Current Volatility into VaR Simulation.
by: Shih-Jie Lin, et al.
Published: (2009)

The importance of CoVaR to financial institutions risk management from Taiwanese financial holding company’s perspective
by: Chen, Yi Chun, et al.
Published: (2011)

Backtesting the Tail Risk of VaR in Holding New Taiwan Dollar
by: Shih-Wun Huang, et al.
Published: (2010)

VaR and Risk Management Strategy
by: Shu-Long Lin, et al.
Published: (2006)

VaR analysis for the financial risk identification objective
by: Obradović Branislav, et al.
Published: (2018-01-01)

The Study of financial portfolios''VaR
by: Wang, Chun-Yi, et al.
Published: (2000)

A Study on the VaR of Financial Holding Corporations in Taiwan by ARMA-TGARCH Model Application
by: Jia-Ling Tu, et al.
Published: (2006)

Quantification of VaR: A Note on VaR Valuation in the South African Equity Market
by: Lesedi Mabitsela, et al.
Published: (2015-02-01)

VaR
by: LIU-CHIH YUNG, et al.
Published: (2006)

Research of Integrating VaR and CaR Risk Management
by: Wang Hsin-Hui, et al.
Published: (2005)

An empirical investigation on estimations of VaR in financial risk management based on Basel Accords
by: Hsu, Chih-Yu, et al.
Published: (2019)

Measuring VaR of Market Risk and Application of Information System
by: Ma Hsiao-Chin, et al.
Published: (2007)

Copula-Based Models for VaR Calculation in Emerging Markets
by: Tsung-wei You, et al.
Published: (2009)

Evaluating the VaR and Conditional VaR of the Synthesized Data Characteristic of Financial Returns Using the Extreme Value Theory
by: Yong-Xin Tsai, et al.
Published: (2014)

An application of VaR in financial distress alert model for listed and OTC companies in Taiwan
by: 林珮君
Published: (2004)

Discussion on Financial Performance of Taiwan’s Game Companies： Fuzzy Window Analysis and VaR
by: Pei-Shan Lu, et al.
Published: (2016)

Application of VaR methodology in case of foreign exchange risk management
by: Račić Željko, et al.
Published: (2017-01-01)

Using VaR Values to Measure the Market Risk of Securities Firms
by: LIN, KAI-CHUAN, et al.
Published: (2019)

VaR models to calculate the minumun regulatory capital at market risk
by: Patricia Stupariu, et al.
Published: (2015-09-01)

Quantifying market risk : - An evaluation of VaR methodologies in the banking sector
by: Wikström, Andreas
Published: (2016)

Matket Risk management of Fixed Income Security ─ VaR
by: Kai-Ying Chen, et al.
Published: (2006)

VaR Techniques
by: Solomonov, Isak
Published: (2021)

Risk Management on Venture Capital Evaluated by Value-at-Risk (VaR)
by: Lai Yi-Chun, et al.
Published: (2004)

The LaVaR Investigation on Taiwan Financial Holding Company: The Evidence from the Effect of Global Financial Crisis
by: KE, CING-YA, et al.
Published: (2017)

Estimation and misspecification Risks in VaR estimation
by: Telmoudi, Fedya
Published: (2014)

Statistical analysis of value-at-risk (VaR).
Published: (2008)

VaR: Exchange Rate Risk and Jump Risk
by: Fen-Ying Chen
Published: (2010-01-01)

Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach
by: Huthaifa Sameeh Alqaralleh, et al.
Published: (2021-08-01)

Extreme-Value Theory and Its Financial VaR Applications
by: Yung-Tzu Wang, et al.
Published: (2007)

Research of VaR on Taiwan Financial Futures and Commodity Futures
by: Huan-Jen Lai, et al.
Published: (2008)

An Exploratory Study:Applying Value at Risk (VaR) on Credit Union Market Risk
by: Chen-I Huang, et al.
Published: (2009)

Application of GARCH-type model at VaR
by: Yeh-Shi Chow, et al.
Published: (2002)

Discussing VaR limits of Market Risk - From the Perspective of Basel Ⅱ
by: Wu, Chih-Yu, et al.
Published: (2011)

Comparison and Forecasting of VaR Models for Measuring Financial Risk: Evidence from China
by: Wang, Y., et al.
Published: (2022)

Application of Risk Management Beyond the VaR in Insurance and Stock Investment
by: Shu-Hui Kuan, et al.
Published: (2004)

Asset Allocation under VaR or LEL Risk Management Constraint
by: Chiung-Hua Yu, et al.
Published: (2014)

The estimate of the portfolio VaR
by: 陳彥任
Published: (2006)

The Selection of VaR Models
by: Wei-Ru Kuo, et al.
Published: (2011)

Cannot write session to /tmp/vufind_sessions/sess_ss847hkbf3g47ffl8v5pl27pl6