returns are fitted using GJR-t-GARCH models and then analysed using time-varying conditional copulas to ascertain if tail dependence exists. The study tests a number of well-known copulas, i.e., Gaussian
support of the consideration of the application for opening an account in order to ascertain the client’s financial status, repayment ability, investment objectives, level of knowledge, understanding, and
case of a retail client, the securities company shall have sufficient information or documentary evidence to ascertain the client investment objectives, knowledge, understanding and experience regarding
the client before opening the account. In case of a retail client, the securities company shall have sufficient information or documentary evidence to ascertain the client investment objectives
risks relating to the receipt of cross-border collateral to ascertain that such collateral may be enforced in an appropriate and timely manner. Clause 10 This Notification shall come into force from 1
calculation method shall be reviewed at least once a year; (10) determination of methods for identification and mitigation of risks relating to the acceptance of cross-border collateral to ascertain that such
of the personnel directly responsible for fund management so as to ascertain and examine the acts of such personal; (b) methods and locations for the keeping of documents and evidences to be prepared
of written document or evidence for the acts of the personnel directly responsible for fund management so as to ascertain and examine the acts of such personal; (b) methods and locations for the
the person controlling securities trading of the client, and provide sufficient data or documentary evidence to ascertain a client’s financial status and debt repayment ability. In case of a retail