Original title: Dopady nových regulatorních požadavků na tržní riziko
Translated title: Impacts of new regulatory requirements for market risk
Authors: Vojkůvka, Adam ; Witzany, Jiří (advisor) ; Brodani, Jana (referee)
Document type: Master’s theses
Year: 2017
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: Expected Shortfall; internal approach; market risk; regulatory requirements; Value at Risk; Expected Shortfall; interní přístup; regulatorní požadavky; tržní riziko; Value at Risk

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/70997

Permalink: http://www.nusl.cz/ntk/nusl-360519


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses
 Record created 2017-08-02, last modified 2017-08-03


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