A tale of two perspectives: Australian risk management in theory and in practice
The objective of this thesis is to identify the gap between academic research in risk management and its implementation in practice. The thesis focuses on the application of Value-at-Risk (VaR) in managing market risk for Australian Authorised Deposit-taking Institutions (ADIs). It is found that the...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
Curtin University
2015
|
| Online Access: | http://hdl.handle.net/20.500.11937/2257 |