Meera Sharma

Affiliation not provided to SSRN
SCHOLARLY PAPERS

19

DOWNLOADS
Rank 8,605

SSRN RANKINGS

Top 8,605

in Total Papers Downloads

6,416

SSRN CITATIONS

0

CROSSREF CITATIONS

12

Scholarly Papers (19)

1.

The Historical Simulation Method for Value-at-Risk: A Research Based Evaluation of the Industry Favorite

Number of pages: 22 Posted: 19 Apr 2012 Last Revised: 23 May 2018
Meera Sharma
affiliation not provided to SSRN
Downloads 2,409 (6,666)
Citation 4

Abstract:

Loading...

Historical Simulation, Conditional coverage, Market risk, Unconditional coverage, Var, Value at Risk

2.

What Operational Risk is and Isn't

Number of pages: 5 Posted: 04 May 2012
Meera Sharma
affiliation not provided to SSRN
Downloads 718 (41,969)
Citation 1

Abstract:

Loading...

operational risk, loss events, Basel accord

3.

Assessing the Impact of News on Volatility Using the News Impact Curve of EGARCH

Number of pages: 6 Posted: 17 Jun 2012 Last Revised: 17 Sep 2012
Meera Sharma
affiliation not provided to SSRN
Downloads 562 (57,747)
Citation 2

Abstract:

Loading...

EGARCH, asymmetric volatility, size effect, coefficients, risk management

4.

A Dynamic GAP Framework by Relaxing the Assumptions Behind the GAP and Duration GAP

Number of pages: 7 Posted: 15 May 2012
Meera Sharma
affiliation not provided to SSRN
Downloads 554 (58,804)

Abstract:

Loading...

Asset liability management, Dynamic GAP, Duration GAP, GAP, Early withdrawal, Interest rate risk, convexity, Effective duration, prepayment

5.

Historical Simulation Plus Filtered Historical Simulation - An Evaluation of Basel III Revision of Quantitative Standard (d)

Number of pages: 13 Posted: 28 May 2012 Last Revised: 28 Nov 2012
Meera Sharma
affiliation not provided to SSRN
Downloads 535 (61,437)
Citation 1

Abstract:

Loading...

Basel III, conditional coverage, historical simulation, unconditional coverage, value-at-risk

6.

Interest Rate Risk in the Banking Book (IRRBB) Levels for Indian Banks

Number of pages: 3 Posted: 20 May 2012 Last Revised: 03 Jun 2012
Meera Sharma
affiliation not provided to SSRN
Downloads 373 (94,798)

Abstract:

Loading...

Basel II, Pillar III, disclosures, interest rate risk in banking book, asset liability management, net interest income

7.

Operational Risk - Loss Events and Business Lines that Matter

Number of pages: 3 Posted: 10 May 2012
Meera Sharma
affiliation not provided to SSRN
Downloads 349 (102,192)

Abstract:

Loading...

8.

Three Case Studies of Bad Behaviour at Senior Levels in Indian Companies

Number of pages: 7 Posted: 07 Jan 2013 Last Revised: 27 Apr 2013
Meera Sharma
affiliation not provided to SSRN
Downloads 206 (175,210)

Abstract:

Loading...

bad behaviour, employee contracts, employee dues, employment legislation, Human resource audit, provident fund dues

9.

Measuring Interest Rate Risk for the Banking Book

IBA Bulletin, January 2003
Number of pages: 8 Posted: 14 Feb 2017 Last Revised: 23 May 2018
Meera Sharma
affiliation not provided to SSRN
Downloads 165 (213,184)

Abstract:

Loading...

interest rate risk in the banking book, bank management, volatility, rate sensitivity, IRRBB,

10.

Adjustments to Capital Adequacy Ratios by Indian Banks

Number of pages: 9 Posted: 01 Aug 2011
Meera Sharma
affiliation not provided to SSRN
Downloads 147 (234,724)

Abstract:

Loading...

capital adequacy, risk adjusted assets, bank regulation, capital buffer, bank behavior

11.

A Study of Bank Failure Resolution

Number of pages: 17 Posted: 22 Oct 2011 Last Revised: 06 Nov 2011
Meera Sharma
affiliation not provided to SSRN
Downloads 98 (315,757)
Citation 1

Abstract:

Loading...

Bank Regulation, Bank Failure Resolution, Liquidation, Restructuring, Intervention, Capitalization

12.

Volatility Characteristics of Indian Midcap Index Using GARCH and EGARCH

Number of pages: 14 Posted: 16 Jul 2012 Last Revised: 17 Dec 2015
Meera Sharma
affiliation not provided to SSRN
Downloads 76 (368,696)
Citation 1

Abstract:

Loading...

GARCH, EGARCH, midcap index, volatility

13.

What is Wrong with Quantitative Standard d.?

Number of pages: 7 Posted: 24 Apr 2012
Meera Sharma
affiliation not provided to SSRN
Downloads 53 (442,869)
Citation 3

Abstract:

Loading...

Historical observation period, Basel accord, Market risk, Value-at-risk, Volatility, Back testing, Quantitative standard

14.

Information Technology in Banking: Challenges for Regulators

Prajnan, Vol. XXIX, No. 4, 2000-2001
Number of pages: 10 Posted: 15 Feb 2017
Meera Sharma and G.P. Avasthi
affiliation not provided to SSRN and Birla Institute of Technology & Science (BITS), Pilani
Downloads 41 (492,025)

Abstract:

Loading...

information technology, banking, ATMs, mobile banking, electronic trading systems, regulation, risk management

15.

NPA Management Redefined

Indian Management, February 2001
Number of pages: 8 Posted: 14 Feb 2017
Meera Sharma
affiliation not provided to SSRN
Downloads 41 (492,025)

Abstract:

Loading...

banking, banking reform, banking reform sequencing, restructuring reforms, fundamental reforms, non-performing assets

16.

Accounting for Risk - A Survey of International Standards

IBA Bulletin, 2003
Number of pages: 6 Posted: 13 Feb 2017
Meera Sharma
affiliation not provided to SSRN
Downloads 34 (525,092)

Abstract:

Loading...

Risk management, bank management, accounting policies, credit risk, interest rate risk, liquidity risk, disclosure

17.

Bank Mergers - Possibilities and Preparation

Number of pages: 14 Posted: 18 Dec 2015
Meera Sharma
affiliation not provided to SSRN
Downloads 26 (569,519)

Abstract:

Loading...

Consolidation, banking industry, deregulation, dis-intermediation, mergers, competition, capital adequacy, anti-trust regulation

18.

Benchmarking the Degree of Regulation on Indian Banks - A Cross Country Study

Prajnan, Vol. XXX, No. 2, 2001-02
Number of pages: 14 Posted: 14 Feb 2017
Meera Sharma
affiliation not provided to SSRN
Downloads 20 (608,549)

Abstract:

Loading...

banking regulation, bank liberalization

19.

Scale Economies in Indian Banking

Number of pages: 10 Posted: 23 Apr 2012 Last Revised: 14 Dec 2015
Meera Sharma
affiliation not provided to SSRN
Downloads 9 (686,774)
Citation 1

Abstract:

Loading...

Ray Scale, Economies, Intermediation, Banks