Tactical Risk Analysis in Emerging Markets in the Wake of the Credit Crunch and Ensuing Sub-prime Financial Crisis
Mazin A.M. Al Janabi, Department of Economics and Finance, College of Business and Economics, United Arab Emirates University, Al-Ain, United Arab Emirates, E-mail: mazinaljanabi@gmail.com, m.aljanabi@uaeu.ac.ae
Abstract
The purpose of this chapter is to fill a gap in contemporary risk management literature and especially from the perspective of emerging markets in light of the aftermaths of the most recent sub-prime global financial crisis. This chapter develops a rigorous approach for the assessment of risk exposure under extreme conditions. This approach is based on the renowned concept of Liquidity-Adjusted Value-at-Risk ...
Get Emerging Markets and the Global Economy now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
