MARKET RISK ASSESSMENT DI PERBANKAN NASIONAL
نویسندگان
چکیده
منابع مشابه
Risk assessment of di(2-ethylhexyl) phthalate in the workplace
OBJECTIVES A hazard assessment of di(2-ethylhexyl) phthalate (DEHP), a commonly used workplace chemical, was conducted in order to protect the occupational health of workers. A literature review, consisting of both domestic and international references, examined the chemical management system, working environment, level of exposure, and possible associated risks. This information may be utilize...
متن کاملQuestioni Di Economia E Finanza Italian Real Estate Investment Funds: Market Structure and Risk Measurement Questioni Di Economia E Finanza Italian Real Estate Investment Funds: Market Structure and Risk Measurement Italian Real Estate Investment Funds: Market Structure and Risk Measurement
This paper describes the Italian real estate investment funds industry, providing an overview of the distinctive features and risk factors of this sector. By using accounting and supervisory data, we: (1) compute the returns of the real estate assets in the portfolio of these funds; (2) construct a price index and a total return index of the real estate assets held by the Italian funds; (3) def...
متن کاملMethods of Country Risk Assessment for International Market-Entry Decision
Researchers and practitioners of international market entry typically have a difficult task obtaining and processing requisite information to evaluate potential opportunities and risks. Essential analysis is often confounded by inappropriate measures of input requirements, inadequately defined information categories, and the overall complex nature of the decision process. In partial response to...
متن کاملHealth Insurance Market Risk Assessment: Covariate Shift and k-Anonymity
Health insurance companies prefer to enter new markets in which individuals likely to enroll in their plans have a low annual cost. When deciding which new markets to enter, health cost data for the new markets is unavailable to them, but health cost data for their own enrolled members is available. To address the problem of assessing risk in new markets, i.e., estimating the cost of likely enr...
متن کاملGeneralized Gaussian Covariance Analysis in Multi-Market Risk Assessment
In this thesis, I propose and implement a generalized Gaussian methodology to accomodate the asymmetry and kurtosis of financial returns data, features not captured by standard Gaussian methods. The methodology extends from Gaussian methods with one variance-covariance matrix by estimating different variance-covariance matrices to characterize the differential risk exposures in long and short p...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Buletin Ekonomi Moneter dan Perbankan
سال: 2004
ISSN: 2460-9196,1410-8046
DOI: 10.21098/bemp.v5i4.319