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...
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| Format: | Thesis |
| Language: | English |
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Curtin University
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/2257 |
| _version_ | 1848743903493095424 |
|---|---|
| author | Sia, Chow-Siing |
| author_facet | Sia, Chow-Siing |
| author_sort | Sia, Chow-Siing |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 current regulation does not provide regulator enough information to assess the information content of VaR forecasts reported by ADIs and, therefore, its role to monitor risk-taking behaviours in ADI is limited. |
| first_indexed | 2025-11-14T05:52:58Z |
| format | Thesis |
| id | curtin-20.500.11937-2257 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T05:52:58Z |
| publishDate | 2015 |
| publisher | Curtin University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-22572017-02-20T06:37:29Z A tale of two perspectives: Australian risk management in theory and in practice Sia, Chow-Siing 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 current regulation does not provide regulator enough information to assess the information content of VaR forecasts reported by ADIs and, therefore, its role to monitor risk-taking behaviours in ADI is limited. 2015 Thesis http://hdl.handle.net/20.500.11937/2257 en Curtin University fulltext |
| spellingShingle | Sia, Chow-Siing A tale of two perspectives: Australian risk management in theory and in practice |
| title | A tale of two perspectives: Australian risk management in theory and in practice |
| title_full | A tale of two perspectives: Australian risk management in theory and in practice |
| title_fullStr | A tale of two perspectives: Australian risk management in theory and in practice |
| title_full_unstemmed | A tale of two perspectives: Australian risk management in theory and in practice |
| title_short | A tale of two perspectives: Australian risk management in theory and in practice |
| title_sort | tale of two perspectives: australian risk management in theory and in practice |
| url | http://hdl.handle.net/20.500.11937/2257 |