1/4
Pursuant to Article 43, paragraph (2), item (6) of the Act on the...2013 and 47/2020), Article 4, paragraph (1), item (3) and Article 11, paragraph...
electronic money and provide payment services referred to in Article 3, paragraph (2)...the required documentation and information prescribed in accordance with Article...
time
series are subject to revision and available on the CNB website.
40
50
60...Recursive (simple) gap Ratio ‒ right
0
50
100
150
200
250
300
350
‐80
...
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...
