engleski

Review on doctoral dissertation "Capital Requirements and Measuring Market Risk in EU New Member States and Croatia in Light of Basel Comitee Guidelines, author Žiković, Saša

The content of doctoral dissertation submitted by Saša Žiković, M. Sc., is defined by two key points of departure. First, this dissertation discusses an important and topical area of evaluating market risks in financial intermediaries. Primarly because of the development level of regulations and their most consistent application, the author proceeds from the issue of appropriate market risk evaluation in the banking sector. Second, the author highlights the issues of fulfilment nad non-fulfilment of the criteria for using recognized models and methods to measure market risk exposure in the financial markets of the new EU member states that entered the EU in 2004 as well as Croatia. Precisely because of the strongly established practice of banking regulators, the author focuses on the value-at-risk (VaR)method among the methods of market risk measurement.

review ; doctoral dissertation ; finance ; banking ; banks ; market risk ; measurements ; VaR ; EU ; Croatia

nije evidentirano