PT  - JOURNAL ARTICLE
AU  - URBANÍKOVÁ, Marta
TI  - MEASURING MARKET RISK USING STATISTICAL METHODS
DP  - 2011 Jul 1
TA  - Trends in education
PG  - 242--245
VI  - 4
IP  - 1
IS  - 18058949
AB  - The aim of this article is to charakterize kanking risks and methods of their measuring in accordance with international standards of Basel II. Compares the methods for calculating the market risk of the banking portfolio, such as variance - covariance method, a method of historical earnings, Monte Carlo simulation methods, Delta - Gamma (Theta) method, Method Expected shortfall and others.