Documents The VaR Estimation in Historical Simulation Approach Open Issues and Some Practical Proposals...

The VaR Estimation in Historical Simulation Approach Open Issues and Some Practical Proposals Michele Bonollo [email protected] Tommaso Rinaldi – Prometeia SPA [email protected]…

Documents System-wide risk and systemic importance: I ncomplete review of metrics and data

PowerPoint Presentation System-wide risk and systemic importance: Incomplete review of metrics and data Nikola Tarashev, Bank for International Settlements Cambridge, 25…