Statistics

BUVAR - a VaR approach for countercyclical capital buffer

www.bubble-value-at-risk.com/

We propose a countercyclical risk measure, BuVaR, the estimated shortfall of a financial institution removed of the effects of procyclicality. It involves ...

Bubble-value-at-risk.com

Conversion Technology Metas Server

Bubble-value-at-risk.com is hosted in United States / Houston . Bubble-value-at-risk.com uses HTTPS protocol. Number of used technologies: 3. First technologies: CSS, Html, Javascript, Number of used javascripts: 1. First javascripts: Jquery.min.js, Number of used analytics tools: 0. Its server type is: nginx/1.10.1.

Technologies in use by Bubble-value-at-risk.com

Technology

Number of occurences: 3

CSS
Html
Javascript

Javascripts

Number of occurences: 1

jquery.min.js

Server Type

nginx/1.10.1

Conversion rate optimization
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HTTPS (SSL) - Bubble-value-at-risk.com

SSL certificate

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version: 2
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Meta - Bubble-value-at-risk.com

Number of occurences: 4

Name:
Content: text/html; charset=utf-8
Name: robots
Content: index, follow
Name: Keywords
Content: VAR, countercyclical capital, buffer, BIS, buVaR, Max Wong, bubble value at risk, Basel III, risk measurement, procyclicality
Name: Description
Content: We propose a countercyclical risk measure, BuVaR, the estimated shortfall of a financial institution removed of the effects of procyclicality. It involves inflating one side of the return distribution of an asset by a scaling factor called bubble that depends on the location of the present state in the boom-bust cycle. BuVaR is countercyclical (it leads crashes), distinguishes between long and short positions (is asymmetrical) and provides an additional buffer for fat-tails by recognizing that crashes can only happen in one direction.

Server / Hosting

IP: 192.185.195.221
Latitude: 29.83
Longitude: -95.47
Country: United States
City: Houston

Rname

ns871.websitewelcome.com
ns872.websitewelcome.com
bubble-value-at-risk.com

Target

slim.bizibody.biz

HTTP Header Response

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