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undergraduate thesis
Utvrđivanje pouzdanosti modela u upravljanju rizicima
Varaždin: University of Zagreb, Faculty of Organization and Informatics, 2017. urn:nbn:hr:211:955481
Brdar, Iva
University of Zagreb
Faculty of Organization and Informatics
Department of Quantitative Methods

Institutional repository: Faculty of Organization and Informatics - Digital Repository

Cite this document

Brdar, I. (2017). Utvrđivanje pouzdanosti modela u upravljanju rizicima (Undergraduate thesis). Varaždin: University of Zagreb, Faculty of Organization and Informatics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:211:955481

Brdar, Iva. "Utvrđivanje pouzdanosti modela u upravljanju rizicima." Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, 2017. https://urn.nsk.hr/urn:nbn:hr:211:955481

Brdar, Iva. "Utvrđivanje pouzdanosti modela u upravljanju rizicima." Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, 2017. https://urn.nsk.hr/urn:nbn:hr:211:955481

Brdar, I. (2017). 'Utvrđivanje pouzdanosti modela u upravljanju rizicima', Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, accessed 02 December 2024, https://urn.nsk.hr/urn:nbn:hr:211:955481

Brdar I. Utvrđivanje pouzdanosti modela u upravljanju rizicima [Undergraduate thesis]. Varaždin: University of Zagreb, Faculty of Organization and Informatics; 2017 [cited 2024 December 02] Available at: https://urn.nsk.hr/urn:nbn:hr:211:955481

I. Brdar, "Utvrđivanje pouzdanosti modela u upravljanju rizicima", Undergraduate thesis, University of Zagreb, Faculty of Organization and Informatics, Varaždin, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:211:955481

Metadata
TitleUtvrđivanje pouzdanosti modela u upravljanju rizicima
Title (english)Backtesting in risk management
AuthorIva Brdar
MentorDušan Munđar (mentor)
MBZ: 300231
Committee memberTihomir Hunjak
MBZ: 16834
GranterUniversity of Zagreb
Faculty of Organization and Informatics
(Department of Quantitative Methods)
Varaždin
Defense date and country2017-04-14, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Information and Communication Sciences
Organization and Informatics
Abstract
Rad opisuje primjenu utvrđivanja pouzdanosti modela u upravljanju rizicima (eng. backtesting). Tema je obrađena na modelu izračuna rizične vrijednosti dnevnog povrata dionice HT-R-A. Testovi koji su obrađeni teoretski i potkrijepljeni izračunima u tabličnom kalkulatoru su: Kupiecov POF test, regulatorni okvir - Basel II sustav semafora, Christoffersenov test neovisnosti i kombinirani Kupiec - Christoffersenov test.
Keywords
Languagecroatian
URN:NBNurn:nbn:hr:211:955481
Study programmeTitle: Information Technology in Business Application
Study programme type: professional
Study level: undergraduate
Academic / professional title: stručni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) poslovne informatike (stručni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) poslovne informatike)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence Attribution-NonCommercial-NoDerivs 3.0 Unported (CC BY-NC-ND 3.0) icon
Created on2019-03-04 11:26:05