Simulation based stress tests of banks' regulatory capital adequacy
Article Abstract:
The Basel committee has suggested that the banks should maintain reasonable capital buffers for the times of capital shortage. The reserve capital requirements of the banks, at the times of capital crises are worked out by simulation based stress tests.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2004
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Backtesting for risk - based regulatory capital
Article Abstract:
A procedure for backtesting risk measurement is explained in detail, using functional delta method. Application of this method offers better prospects for planning adequate capital requirement, for the times of shortfall.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2004
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Candlestick technical trading strategies: can they create value for investors?
Article Abstract:
Applicability of candlestick charting techniques, for technical analysis of stock market trends in case of Dow Jones industrial average stocks, is tested by using bootstrap techniques.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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