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  • Raven razkrivanja z metodo tvegane vrednosti v slovenskih poslovnih bankah
    Žunko, Matjaž ; Jagrič, Timotej
    Slovenian commercial banks are obligated to report their exposure to market risk. Frequently used measure for quantitative reporting among large world banks, which proved to be useful to market ... participants, is Value-at-Risk method. In our study about the level of Value-at-Risk disclosure by Slovenian banks, we find that reporting is improving over time but still does not reach the level of large European banks. The development was influenced mainly by the implementation of supervisory rules. Some banks indicate a misunderstanding of the method, since they don't report all of its components, such as backtesting procedure.
    Vir: Bančni vestnik : revija za denarništvo in bančništvo. - ISSN 0005-4631 (Letn. 61, št. 4, apr. 2012, str. 42-46)
    Vrsta gradiva - članek, sestavni del
    Leto - 2012
    Jezik - slovenski
    COBISS.SI-ID - 10994460

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