Market Risk Management for China's Banking Industry: Evaluation of Value-at-Risk Approaches
Due to the rapid growth of the increasingly complex trading activities at large commercial banks and the numerous instances of financial market instability, there is a growing concern of risk management throughout the banking industry. One widely adopted technique to manage risk involves the use of...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2006
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| Online Access: | https://eprints.nottingham.ac.uk/20204/ |