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  • 1. Seminar (100%)

    13-lug-2021 11.26.35

    Seminar market risk, finance, back-tests , seminar Friday, July 16th 2021, 11:00 am Aula Scuola Specializzazione, DIFC, Viale delle Scienze Ed. 18 Risk evaluation and back-tests in finance Dr. Gilles Zumbach, Edgelab Laboratories, Lausanne, Switzerland The abstract of the seminar can be viewed at the following link CECILIA MACALUSO Friday, July 16th 2021, 11:00 am Aula Scuola Specializzazione, DIFC, Viale delle Scienze Ed. 18 Risk evaluation and back-tests in finance /sites/portale/_categories

  • 2. Syllabus_SEA_2018-19 (55%)

    17-ott-2018 22.09.10

    delle Scienze – Parco d’Orléans PART 2: Market Risk: Measurement and Management 1.Interest ... .Market Risk: Measurement Methodologies 4.Principles for the Management of Market Risk 5.Derivatives ... : Market Risk, Credit risk, and Operational Risk 4.Innovation in Risk-based Regulation 5.Regulation ... Angeli, Milano, 2011 (chapter: 5). SCANNELLA E., Market Risk Disclosure in Banks’ Balance Sheet and

  • 3. Syllabus_SEF_2018_19 (55%)

    17-ott-2018 22.08.28

    – Viale delle Scienze – Parco d’Orléans PART 2: Market Risk: Measurement and Management 1 ... 3.Market Risk: Measurement Methodologies 4.Principles for the Management of Market Risk 5 ... Requirements: Market Risk, Credit risk, and Operational Risk 4.Innovation in Risk-based Regulation 5 ... Angeli, Milano, 2011. SCANNELLA E., Market Risk Disclosure in Banks’ Balance Sheet and Pillar 3

  • 4. Syllabus_SEA_2019_20 (55%)

    30-set-2019 16.13.06

    Institutions. PART 2: Market Risk 1.Interest Rate Risk: Gap Management Methodologies 2.Principles ... d’Orléans 3.Market Risk: Measurement Methodologies 4.Principles for the Management of Market Risk 5.Derivatives and Risk Management PART 3: Credit Risk 1.Credit Risk: Measurement ... of Financial Regulation 2.Regulation of Bank Capital Adequacy 3.Bank Capital Requirements: Market Risk ... . SCANNELLA E., Market Risk Disclosure in Banks’ Balance Sheet and Pillar 3 Report: the Case of Italian

  • 5. Syllabus_SEF_2019_20 (55%)

    30-set-2019 16.12.47

    Institutions. PART 2: Market Risk 1.Interest Rate Risk: Gap Management Methodologies 2.Principles ... – Parco d’Orléans 3.Market Risk: Measurement Methodologies 4.Principles for the Management of Market Risk 5.Derivatives and Risk Management PART 3: Credit Risk 1.Credit Risk: Measurement ... . SCANNELLA E., Market Risk Disclosure in Banks’ Balance Sheet and Pillar 3 Report: the Case ... of Financial Regulation 2.Regulation of Bank Capital Adequacy 3.Bank Capital Requirements: Market

  • 6. Syllabus_SEF_2017_18 (49%)

    30-ott-2017 10.15.17

    – Viale delle Scienze – Parco d’Orléans PART 2: Market Risk: Measurement and Management 1 ... 3.Market Risk: Measurement Methodologies 4.Principles for the Management of Market Risk 5 ... Requirements: Market Risk, Credit risk, and Operational Risk 4.Innovation in Risk-based Regulation 5

  • 7. CV_Enzo_Scannella_-_CdS_L18-LM77_-_2022-25 (36%)

    25-ott-2022 17.42.58

    , Università degli Studi di Palermo, Anno LXXI, 2017, p. 177-198. Market risk disclosure in banking ... Regulation, Springer, Vol. 19, Issue 2, 2018, pp. 87-100. Market Risk Disclosure in Banks’ Balance Sheet ... Dell’Atti, Giuffrè, Milano, 2020, pp. 765- 808. An Empirical Investigation Into Market Risk

  • 8. seminar_Risk (35%)

    13-lug-2021 11.25.31

    Seminar: th Friday, July 16 2021, 11:00 am Aula Scuola Specializzazione, DIFC, Viale delle Scienze Ed. 18 Risk evaluation and back-tests in finance Dr. Gilles Zumbach, Edgelab Laboratories, Lausanne, Switzerland Keywords: market risk, finance, back-tests The abstract of the seminar can be viewed at the following link Abstract: Market risk evaluation is an important topic in finance, in part due to the increasing regulations. This talk presents an overview of several topics

  • 9. cv paolo giudici (24%)

    26-mag-2022 9.40.33

    models; Network models; Financial risk management, market risk, credit risk, operational risk

  • 10. Dottori di Ricerca (24%)

    9-giu-2022 15.00.35

    ; Scannella, E. (2020). An Empirical Investigation Into Market Risk Disclosure: Is there Room to Improve

  • 11. PhDs' students and Phds (24%)

    27-lug-2023 15.27.25

    Market Risk Disclosure: Is there Room to Improve for Italian Banks?. Journal of Financial Regulation &

  • 12. Dottorandi e Dottori di ricerca (24%)

    27-lug-2023 15.25.54

    .2020.102264 Polizzi, S., & Scannella, E. (2020). An Empirical Investigation Into Market Risk

  • 13. Dottori di Ricerca (24%)

    27-lug-2023 15.19.24

    Investigation Into Market Risk Disclosure: Is there Room to Improve for Italian Banks?. Journal of Financial

  • 14. Invitation letter - Course 5 Risk assessment in biotechnology - TS2- 12-16 Sept 2022 -Valencia (21%)

    7-lug-2022 12.56.32

    -market risk assessment. Case study Working group exercise 15.50- Coffee break 16.15 TOPIC 7

  • 15. D062 - SCIENZE ECONOMICHE E STATISTICHE (21%)

    7-set-2023 8.48.32

    ., & Scannella, E. (2020). An Empirical Investigation Into Market Risk Disclosure: Is there Room

  • 16. Seminari (21%)

    27-mar-2024 13.43.52

    market risk, finance, back-tests , seminar Friday, July 16th 2021, 11:00 am Aula Scuola

  • 17. Progetto PRIN ATTANASIO (17%)

    19-lug-2019 16.08.46

  • 19. ANNALI-2009_LXIII (17%)

    30-mag-2013 14.43.12

    between the market risk-adjusted expected rate of return on P (derived by the capital asset pricing

  • 20. Progetto PRIN ATTANASIO (17%)

    17-set-2019 20.22.36