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
For every closed Russian bank I collect its closure reasons. I divide these reasons into categories and report them in the form of tags. The data come from online sources. The dataset is further descr
The folder "code" contains the code for data processing and empirical results. It includes two folders, data is used to store data, and model is used to store running python and R code. 1.Data Descri
