Risk Management And Financial Institutions

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Policy uncertainty, derivatives use, and firm-level FDI (2017, background): “1Financial derivatives are defined as financial instruments whose prices are dependent on or derived from the value of other, more basic underlying variables (Hull, 2012: 1).”
Machine Learning in Banking Risk Management: A Literature Review (2019, background): “In addition to calculating regulatory capital, most large banks also calculate economic capital, which is based on a bank’s models rather than on prescriptions from regulators (Hull 2012).”
A critical review on supply chain risk – Definition, measure and modeling ☆ (2015, background): “In recent decades, we have observed this term being applied to areas such as decision theory [75,119], finance [63,64,92], actuarial science [82], health care [53,77], marketing [34,120], management [90], emergency planning [33,57,60] and psychology [2,20,38].”
Credit Risk and Profitability of Selected Banks in Ghana (2012, methodology): “The VaR approach is the most preferred to be used when the market risk is measured (Schacter, 1998: Zech, 2003: Markowitz, 1959: Hull, 2007).”
Developing a stress testing framework based on market risk models (2008, methodology): “2 of Hull (2006). Risk Management and Financial Institutions (Pearson Prentice Hall).”