Projects funded by the NCN
New methods of market risk and capital reserves adequacy analysis
2024/53/B/HS4/00433
Keywords:
market risk capital reserves basel accords quantification of risk and utility long-run dependence risk factors integrated models robust analysis
Descriptors:
- HS4_03:
- ST1_13:
- ST1_17:
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Jagielloński
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 5
Call: OPUS 27 - announced on 2024-03-21
Amount awarded: 484 059 PLN
Project start date (Y-m-d): 2025-01-27
Project end date (Y-m-d): 2028-01-26
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
Download the project description in a pdf file
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