A tale of two perspectives: Australian risk management in theory and in practice
MetadataShow full item record
The objective of this thesis is to identify the gap between academic research in risk management and its implementation in practice. The thesis focuses on the application of Value-at-Risk (VaR) in managing market risk for Australian Authorised Deposit-taking Institutions (ADIs). It is found that the current regulation does not provide regulator enough information to assess the information content of VaR forecasts reported by ADIs and, therefore, its role to monitor risk-taking behaviours in ADI is limited.
Showing items related by title, author, creator and subject.
The utility of the STarT back screening tool in a population with chronic low back pain: A prospective studyKendell, Michelle (2016)Study design: Cross sectional (Study 1) and prospective (Study 2). Background: Chronic low back pain (LBP) is problematic with significant personal, social, and economic impact. The need to screen for indicators of poor ...
Goh, Louise; Dhaliwal, Satvinder; Wellborn, T.; Thompson, P.; Maycock, Bruce; Kerr, Deborah; Lee, Andy; Bertolatti, Dean; Slivkoff-Clark, Karin; Naheed, R; Coorey, Ranil; Della, Phillip (2014)Purpose: Although elevated cardiovascular disease (CVD) risk factors are associated with a higher risk of developing heart conditions across all ethnic groups, variations exist between groups in the distribution and ...
An exploration of the cognitive mechanism underlying general risk-aversion in obsessive-compulsive disorder : the construction and validation of the multi-dimensional risk-assessment scaleGarratt-Reed, David (2012)Individuals with OCD avoid minor risks that are unrelated to their obsessive fears and this general risk-aversion is implicated in treatment failure and relapse. However, a lack of understanding of the cognitive biases ...