Küresel Kriz ve Risk Yönetimi: Yanılgılar ve Gerçekler
Küresel Kriz ve Risk Yönetimi: Yanılgılar ve Gerçekler
Küresel Kriz ve Risk Yönetimi: Yanılgılar ve Gerçekler
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
<strong>Küresel</strong> <strong>Kriz</strong> <strong>ve</strong> <strong>Risk</strong> <strong>Yönetimi</strong><br />
Berkowitz, Jeremy, 1999, ―A Coherent Framework for Stress Testing‖, Journal of<br />
<strong>Risk</strong>.<br />
Committee on The Global Financial System, 2005, ―A Sur<strong>ve</strong>y of Stress Tests and<br />
Current Practice at Major Financial Institutions‖.<br />
Hull, John, and White, Alan, 1998, ―Incorporating Volatility updating into the<br />
Historical Simulation Method for VaR‖, The Journal of <strong>Risk</strong>.<br />
Kupiec, Paul, 1998, ―Stress Testing in Value at <strong>Risk</strong> Framework‖, Journal of<br />
Derivati<strong>ve</strong>s 6.<br />
Pritsker, Matthew, 2006, ―The Hidden Dangers of Historical Simulation‖, Journal<br />
of Banking Finance.<br />
Schachter, Barry, 1998, ―The Value of Stress Testing in Market <strong>Risk</strong><br />
Management‖, Derivati<strong>ve</strong>s <strong>Risk</strong> Management Service.<br />
Sheedy, Elizabeth, 2008, ―Why VaR models fail and what can be done‖<br />
Macquarie Applied Finance Center, Sydney.<br />
Türkiye Bankalar Birliği, 2009, ―Banka, Grup <strong>ve</strong> Sektör Bazında Mali Tablolar<br />
<strong>ve</strong> Ġstatistikler‖.<br />
86
Change language