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Sharma, Meera's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,943 |
Total
Citations
2 |
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1.
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Sharma, Meera Indian Institute of Management, PGDM
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19 Apr 12
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Last Revised:
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11 Jul 12
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791
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1
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Historical Simulation, Conditional coverage, Market risk, Unconditional coverage, Value at Risk
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2.
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Sharma, Meera Indian Institute of Management, PGDM
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505
(25,212)
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operational risk, loss events, Basel accord
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3.
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Sharma, Meera Indian Institute of Management, PGDM
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450
(29,310)
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Asset liability management, Dynamic GAP, Duration GAP, GAP, Early withdrawal, Interest rate risk, convexity, Effective duration, prepayment
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4.
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Sharma, Meera Indian Institute of Management, PGDM
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28 May 12
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Last Revised:
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28 Nov 12
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430
(31,072)
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Basel III, conditional coverage, historical simulation, unconditional coverage, value-at-risk
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5.
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Sharma, Meera Indian Institute of Management, PGDM
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240
(61,895)
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6.
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Sharma, Meera Indian Institute of Management, PGDM
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20 May 12
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Last Revised:
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03 Jun 12
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148
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Basel II, Pillar III, disclosures, interest rate risk in banking book, asset liability management, net interest income
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7.
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Sharma, Meera Indian Institute of Management, PGDM
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17 Jun 12
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Last Revised:
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17 Sep 12
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128
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1
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EGARCH, asymmetric volatility, size effect, coefficients, risk management
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8.
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Sharma, Meera Indian Institute of Management, PGDM
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93
(142,133)
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capital adequacy, risk adjusted assets, bank regulation, capital buffer, bank behavior
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9.
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Sharma, Meera Indian Institute of Management, PGDM
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22 Oct 11
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Last Revised:
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06 Nov 11
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51
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Bank Regulation, Bank Failure Resolution, Liquidation, Restructuring, Intervention, Capitalization
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10.
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Sharma, Meera Indian Institute of Management, PGDM
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07 Jan 13
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Last Revised:
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27 Apr 13
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49
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bad behaviour, employee contracts, employee dues, employment legislation, Human resource audit, provident fund dues
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11.
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Sharma, Meera Indian Institute of Management, PGDM
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31
(240,772)
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GARCH, EGARCH, midcap index, volatility
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12.
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Sharma, Meera Indian Institute of Management, PGDM
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27
(252,065)
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Historical observation period, Basel accord, Market risk, Value-at-risk, Volatility, Back testing, Quantitative standard
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13.
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Sharma, Meera Indian Institute of Management, PGDM
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| Posted: |
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23 Apr 12
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Last Revised:
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21 Sep 12
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Ray Scale, Economies, Intermediation, Banks
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Records 1 -
13
of 13 matches
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1
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