Articles tagged with: market risk

Loss portfolio transfer treaties within Solvency II capital system: a reinsurer’s point of view

Nicolino Ettore D’Ortona, Gabriella Marcarelli, Giuseppe Melisi
Insurance Markets and Companies Volume 11 2020, Issue #1

Financial risk and performance of small and medium enterprises in Nigeria

Amenawo I. Offiong, Chris O. Udoka, James Godwin Bassey
Investment Management and Financial Innovations Volume 16 2019, Issue #4

Regulatory assessment of the bank market risk: international approaches and Ukrainian practice

Yana Kuznichenko, Serhiy Frolov, Fedir Zhuravka, Mykola Yefimov, Volodymyr Fedchenko
Banks and Bank Systems Volume 13 2018, Issue #4

An evaluation and comparison of Value at Risk and Expected Shortfall

Tom Burdorf, Gary van Vuuren
Investment Management and Financial Innovations Volume 15 2018, Issue #4

Income smoothing and market performance: empirical study on manufacturing companies listed in Indonesia stock exchange

Kencana Dewi, Mukhtaruddin, Iqbal Agung Prayudha
Investment Management and Financial Innovations Volume 15 2018, Issue #1