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williamwongweikeat.blogspot.com
William Wong Wei Keat is he a honest guy
William Wong Wei Keat is he a honest guy? Friday, October 22, 2010 William Wong Wei Keat is he a honest person? Dear all, please read my conversation between William Wong Wei Keat and me and I let you all to decide whether he is a honest business man who own Max Audio and Prozone, selling car accesories at lelong.com.my. Please feel free to leave a comment. The picture is William Wong Wei Keat
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bubble-value-at-risk.com
BUVAR - a VaR approach for countercyclical capital buffer
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 bubblethat 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