Titlebook: Risk Management and Regulation in Banking; Proceedings of the I Dan Galai,David Ruthenberg,Ben Z. Schreiber Conference proceedings 1999 Spr

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Introduction to Var (Value-At-Risk)s risk. The expected return depends heavily on the level of risk of an investment. Although the idea of risk seems to be intuitively clear, it is difficult to formalize it. Several attempts to do so have been undertaken with various degree of success. There is an efficient way to quantify risk in al

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Market Risks—the Amendment to the Basel Capital Accord and Internal Model Approach: The Israeli Casethe 1988 Basel Accord, which focused on capital charges in respect to credit risk.. Market risks are defined as risk of losses in on- and off-balance-sheet positions resulting from movements in market prices. The market risks subject to these requirements are interest rate risk of debt instruments a

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Bank Risk Management: Theoryeld is a source of collective pride. My role on this program is to outline some of the theoretical underpinnings of contemporary bank-risk management. I shall begin with a discussion of why bank-risk management is needed. Then I shall provide some of the theoretical bases for bank-risk management with an emphasis on market and credit risks.

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