Read more at: CF weekly workshop - Jimmy Hong
CF weekly workshop - Jimmy Hong
Jimmy Hong (Faculty of Economics) presenting. Title : Analytical CoVaR Abstract : Conditional Value at Risk (CoVaR) is a newly proposed macro prudential risk measure to capture systemic risk and it is claimed to overcome some problems of traditional VaR. Accordingly, the objective of this paper is to propose an analytical...
Tuesday, 10 May, 2011 - 17:00 to 18:00