Add to ORKGValue at risk is risk management tool for measuring and controlling market risks. Through this paper reader will get to know what value at risk is, how it can be calculated, what are the main characteristics, advantages and disadvantages of value at risk. Author compares the main approaches of calculating VaR and implements Variance-Covariance, Historical and Bootstrapping approach on stock portfolio. Finally results of empirical part are compared and presented using histogram
In light of the recent financial crisis, risk management has become a very current issue. One of the...
Managing risks has always been an integral part of financial institutions. The financial markets are...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
Value at risk is risk management tool for measuring and controlling market risks. Through this paper...
AbstractThe value at risk is one of the most essential risk measures used in the financial industry....
Value at Risk (VaR) is a market risk measure widely used by risk managers and market regulatory auth...
AbstractControlling financial risk is an important issue for financial institution. For the necessit...
Value at Risk model is often used for risk analyses mostly in the banking and insurance industries. ...
ABSTRACTThe thesis work documented here, is a study of basic methods for estimating Value at Risk, w...
Value at Risk (VaR) is one of the most popular tools used to estimate exposure to market risks, and ...
The main objective of this study is to determine the adequacy of the measurement of market risks of ...
This master's thesis deals with Value-at-Risk for equity portfolios. The distribution of daily retur...
This paper is a self-contained introduction to the concept and methodology of "value at risk," which...
Value at Risk (VaR) is the worst possible loss in an investment in a reasonable bound. VaR is widely...
Value at risk (or "VAR") is a method of measuring the financial risk of an asset, portfolio, or expo...
In light of the recent financial crisis, risk management has become a very current issue. One of the...
Managing risks has always been an integral part of financial institutions. The financial markets are...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
Value at risk is risk management tool for measuring and controlling market risks. Through this paper...
AbstractThe value at risk is one of the most essential risk measures used in the financial industry....
Value at Risk (VaR) is a market risk measure widely used by risk managers and market regulatory auth...
AbstractControlling financial risk is an important issue for financial institution. For the necessit...
Value at Risk model is often used for risk analyses mostly in the banking and insurance industries. ...
ABSTRACTThe thesis work documented here, is a study of basic methods for estimating Value at Risk, w...
Value at Risk (VaR) is one of the most popular tools used to estimate exposure to market risks, and ...
The main objective of this study is to determine the adequacy of the measurement of market risks of ...
This master's thesis deals with Value-at-Risk for equity portfolios. The distribution of daily retur...
This paper is a self-contained introduction to the concept and methodology of "value at risk," which...
Value at Risk (VaR) is the worst possible loss in an investment in a reasonable bound. VaR is widely...
Value at risk (or "VAR") is a method of measuring the financial risk of an asset, portfolio, or expo...
In light of the recent financial crisis, risk management has become a very current issue. One of the...
Managing risks has always been an integral part of financial institutions. The financial markets are...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...