How to cite this paper
Rafiee, S., Neghabi, Z & Feizollahei, A. (2012). Measuring the risk of an Iranian banking system using Value at Risk (VaR) Model.Management Science Letters , 2(7), 2673-2678.
Refrences
Basel Committee on Banking Supervision (2003). The New Basel Capital Accord. Consultative Document.
Basis, J. (1999). Risk Management in Banking. John Wiley & Sons.
Bessis J. (2005). Risk Management in Banking. John Wiley & Sons Ltd, 5th ed.
Core Principles for Effective Banking Supervision, Basel Committee on Banking Supervision, BIS, February 2006.
Down, K. (2003). Beyond Value at Risk – The new Science of Risk Management. John Wiley & Sons.
Dowd, K. (2005). Measuring Market Risk. Sussex: John Wiley and Sons Ltd, 2nd ed.
Glyn, A., Holton (2004). Value at Rick: Theory and Practice. Academic press.
Islamic Financial Services Board (IFSB)(2005). Exposure Draft NO. 1-2: March 2005.
Khodaei Valahzaghard, M., Khalili Araghi, M., Golampour Papkiyadeh, S.M., & Khodaei Valahzaghard, S. (2012). An empirical study to measure the effects of various factors on operating loss. Management Science Letters, 2(6), 1895-1900.
Khodaei Valahzaghard, M., Ghavidel, M., Heidar, M., & Mahmoudzadeh, E. (2012). An empirical study on open position risk assessment using VAR and regression analysis: A case study of Iranian banking industry. Management Science Letters, 2(6), 2135-2140.
Basis, J. (1999). Risk Management in Banking. John Wiley & Sons.
Bessis J. (2005). Risk Management in Banking. John Wiley & Sons Ltd, 5th ed.
Core Principles for Effective Banking Supervision, Basel Committee on Banking Supervision, BIS, February 2006.
Down, K. (2003). Beyond Value at Risk – The new Science of Risk Management. John Wiley & Sons.
Dowd, K. (2005). Measuring Market Risk. Sussex: John Wiley and Sons Ltd, 2nd ed.
Glyn, A., Holton (2004). Value at Rick: Theory and Practice. Academic press.
Islamic Financial Services Board (IFSB)(2005). Exposure Draft NO. 1-2: March 2005.
Khodaei Valahzaghard, M., Khalili Araghi, M., Golampour Papkiyadeh, S.M., & Khodaei Valahzaghard, S. (2012). An empirical study to measure the effects of various factors on operating loss. Management Science Letters, 2(6), 1895-1900.
Khodaei Valahzaghard, M., Ghavidel, M., Heidar, M., & Mahmoudzadeh, E. (2012). An empirical study on open position risk assessment using VAR and regression analysis: A case study of Iranian banking industry. Management Science Letters, 2(6), 2135-2140.