Kondhwe Khurd, NIBM P.O.
Pune, WY Maharashtra 411048
India
National Institute of Bank Management
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in Total Papers Downloads
Volatility updation, Age-weighted simulation, diversification, Fat tails, nonparametric methods
Extreme Losses, Volatility updation, diversification, Fat tails, nonparametric methods
Extreme Losses,Volatility, Correlation, Normality, Simulation
Surrogate, Intended parents, Noncontractibility, Under-investment
Liquidity Risk, simulation models, Risk interactions, Capital adequacy
Risk monitoring, market share, lending booms, financial crisis.
C78, G21, G28, L22