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.

Crisis Management (PR), Crisis management

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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.

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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.

New Zealand, Evaluation, Investments

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