foreign currencies (ESRB/2011/1) – currently available in English only.
40
50
60...Recursive (simple) gap Ratio-right
0
50
100
150
200
250
300
350
-80
...
time
series are subject to revision and available at the CNB website.
40
50
60...Rekurzivni (jednostavni) Omjer ─ desno
0
50
100
150
200
250
300
350
‐80
...
19/2015, 102/2015, 15/2018, 70/2019, 47/2020, 146/2020 and 151/2022) and Article 60...currency (EUR and USD) and the scope of funds (1 – for funds of natural persons,...
By Saša Žiković
Discussant: Iftekhar Hasan
Rensselaer Polytechnic Institute
*
This study proposes
Using advanced Value at Risk (VaR) calculation techniques to produce superior Expected tail...
