Machine Learning, Computational Techniques, and Reporting Processes: Risk Exposure in GCC Markets in the Wake of the 2007–2009 Global Financial Meltdown

Mazin A. M. Al Janabi

Chapter 7 in Financial and Economic Systems:Transformations and New Challenges, 2021, pp 161-186 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionComputation of Liquidity Adjusted Value-at-Risk (LVaR) with a Closed-Form Parametric Process Using Al Janabi ModelComputation and Controlling of Market and Liquidity Risk Exposures — A Practical and Real-World Trading Case Study of Multiple-Assets PortfoliosConcluding Remarks and RecommendationsReferences

Keywords: Blockchain; Crisis; Corporate Social Responsibility; Ethics; Financial Market; FinTech; Macroeconomics; Austerity; Economic Policy Uncertainty; Finance; Machine Learning; Socially Responsible Investing (search for similar items in EconPapers)
JEL-codes: E44 F36 G01 G11 (search for similar items in EconPapers)
Date: 2021
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