A hybrid approach for risk assessment of loan guarantee network....
Groups of Small and Medium Enterprises (SME) back each other and form guarantee network to obtain loan from banks. The risk over the networked enterprises may cause significant contagious damage. To...
View ArticleHawkes process model with a time-dependent background rate and its...
A Hawkes process model with a time-varying background rate is developed for analyzing the high-frequency financial data. In our model, the logarithm of the background rate is modeled by a linear model...
View ArticleEstimating VaR in credit risk: Aggregate vs single loss distribution....
Using Monte Carlo simulation to calculate the Value at Risk (VaR) as a possible risk measure requires adequate techniques. One of these techniques is the application of a compound distribution for the...
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Strategic Business Management: From Planning to Performance
Planning, budgeting, and operations assessment are directly linked to future performance. While measured performance provides managers with the key information necessary to steer an organisation to...
View ArticleSOP 13-1 Attest Engagements on Greenhouse Gas Emissions Information
Mounting concern over climate change around the world has resulted in a wide array of legislative, regulatory and voluntary responses for reporting and reduction of greenhouse gas emissions (GHG)....
View ArticleCommunications: Methods and Applications for Financial Managers
Improving communication is one of the most important – and challenging – issues that management accountants face. In a global survey of CFOs, Ernst & Young said: “Despite two thirds of respondents...
View ArticleStatement on Auditing Standards, Number 127: Omnibus Statement on Auditing...
Paragraph .25a of Statement on Auditing Standards (SAS) No. 122, Statements on Auditing Standards: Clarification and Recodification, section 600, “Special Considerations--Audits of Group Financial...
View ArticleProspective Financial Information Guide
Ensure you have the most current authoritative guidance related to Prospective Financial Information.read more...
View ArticleAssessing international capital flows after the crisis
Proceedings of the IFC Satellite meeting organised in cooperation with the Central Bank of Brazil and the Center for Latin American Monetary Studies (CEMLA) in Rio de Janeiro on 24 July 2015.
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