English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

Market conditions can change rapidly. Empirical evidences from Europe markets show that there can be several years between risk being taken, revenues being generated, and losses flowing through. This is the lesson that the recent financial crisis of 2008 taught us. Stress market conditions in Europe can be extreme in their development and violent in their impact. The financial markets in Europe are always testing new financial products and new banking practices. In this regard, banks in Sweden operate in a challenging environment of competitiveness and complexity. New financial products and new banking practices in Europe markets bring new risk and increase the impact and frequency of existing risks. Therefore, it is highly important to back the risk profile of banks with sophisticated risk models. Risk models pose a problem to any bank. The recommendations set out in this paper to optimize the Value-at-Risk model would help banks in Europe markets to adopt for the complexity of risk, the unpredictability of adverse events, the severity of stress market conditions, and the sophistication of the contemporary banking industry. Keywords—Market Risk, Value-at-Risk (VaR), Stress Market Conditions, Banking Crisis, Asset Portfolio, Risk Model, Banks

Optimizing the Value-at-Risk Measure in European Countries to Better Quantify Market Risk in Banking Industry in Sweden