Investec will use leading solutions provider to meet Basel II deadlines.South African investment bank Investec has chosen Reveleus to meet Basel II requirements. The bank, which provides financial services and products primarily for the UK, South Africa and Australia, will use Reveleus’ Basel II solution to compute regulatory capital for the Advanced Internal Ratings-Based (AIRB) approach under the revised accord once all of the risk parameters are available.
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This paper investigates three Islamic equity indexes, classified by economic hubs (Dow Jones Europe, Asia/Pacific and United States), against their conventional peers from 2003 to 2009.
Welcome to The Journal of Risk's Online Early Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online Early publication, users can access...
This paper proposes an autoregressive–generalized autoregressive conditional heteroscedasticity (AR–GARCH)-type extreme value theory (EVT) model with various innovations based on value-at-risk (...
Welcome to The Journal of Energy Market's Online Early Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online Early publication, users can...
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