MATLAB codes used for the numerical analysis in the article "A New Approach to Estimating Loss-Given-Default Distribution" (Masahiko Egami, Rusudan Kevkhishvili) together with the Excel file of estim

Mendeley Data70

International VaR approach: Backtesting for different capital markets

金融风险管理

风险评估

ABSTRACT This article aims to compare distinct metrics of the value at risk (VaR), differing from prior studies with respect about compare three asset categories belonging to seven countries. Since Va

DataCite Commons2022-06-08 更新140

Monthly value of banking sector liabilities in Poland 2018-2024

银行业负债监测

金融风险管理

Monthly value of banking sector liabilities in Poland from 2018 to 2024 (in million zloty)

Statista80