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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 bubble that 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 crashes can only happen in one direction. Bubble-value-at-risk.com  ~   Site Info   Whois   Trace Route   RBL Check   Camdore International || Management Consulting - Home Camdore International, management and business development consulting firm consulting with small and mid-sized companies on strategic planning, revenue generation, turnaround management, fund raising. Camdore.com  ~   Site Info   Whois   Trace Route   RBL Check   Cardiovascular Epidemiology | A Collaborative Approach to Prevention of Cardiovascular Disease Cardiovascular Epidemiology is the most comprehensive online source for Cardiovascular Epidemiology news and perspectives for the cardiovascular scientists and ... Cardiovascularepidemiology.com  ~   Site Info   Whois   Trace Route   RBL Check   Similar Sites: jcvepi.com A Contemporary Approach to Eclectic Living – Carmel Bay Company A unique retail home furnishing design store in a historic building in downtown Carmel-by-the-Sea. (831) 624-3868 Carmelbaycompany.com  ~   Site Info   Whois   Trace Route   RBL Check   Castellet Invest | Start-up consulting | Start-up Investment - Castellet Investment Castellet Invest | Start-up consulting | Start-up Investment Castellet-invest.com  ~   Site Info   Whois   Trace Route   RBL Check   Cavalier King Charles Spaniels Health a practical approach. This web site is dedicated to providing factual information on health issues relating to the Cavalier King Charles Spaniel, our contributors have hundreds of years experience between them in the Breed Cavalierhealth.co.uk  ~   Site Info   Whois   Trace Route   RBL Check   Collection Agency | CBNA | A Smarter Approach to Debt Recovery CBNA Debt Recovery and Collection Services Cbna.com  ~   Site Info   Whois   Trace Route   RBL Check   coactiva: intercept|risk based approach to verification for housing benefits Coactiva Intercept has the experience to understand your business and the skills to determine where data analytics would help your organisation work smarter Coactiva-intercept.com  ~   Site Info   Whois   Trace Route   RBL Check   Dedicated to Complaint Handling | Complaint Training Dedicated to Complaint Handling Complaint-training.com  ~   Site Info   Whois   Trace Route   RBL Check   Cultural Edge Consulting ? Culturaledge.net  ~   Site Info   Whois   Trace Route   RBL Check

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