Implementing Value at Risk

Implementing Value at Risk  eBooks & eLearning

Posted by lenami at Oct. 31, 2010
Implementing Value at Risk

Implementing Value at Risk
Publisher: Wiley | ISBN: 0471972053 | edition 1999 | PDF | 222 pages | 9 mb

Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager’s briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank’s understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is — and isn’t! How to calculate VAR — the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank’s performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library.

Philippe Jorion - Value at Risk: The New Benchmark for Managing Financial Risk [Repost]  eBooks & eLearning

Posted by rotten comics at Oct. 6, 2016
Philippe Jorion - Value at Risk: The New Benchmark for Managing Financial Risk [Repost]

Philippe Jorion - Value at Risk: The New Benchmark for Managing Financial Risk
2000 | ISBN: 2212540221 | English | 544 pages | PDF | 18.8 MB

Understanding Market, Credit, and Operational Risk: The Value at Risk Approach  eBooks & eLearning

Posted by fdts at Sept. 10, 2016
Understanding Market, Credit, and Operational Risk: The Value at Risk Approach

Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
by Linda Allen, Jacob Boudoukh, Anthony Saunders
English | 2003 | ISBN: 0631227091 | 312 pages | PDF | 1.1 MB

An Introduction to Value-at-Risk, 5 edition  

Posted by interes at Jan. 19, 2016
An Introduction to Value-at-Risk, 5 edition

An Introduction to Value-at-Risk, 5 edition by Moorad Choudhry and Carol Alexander
English | 2013 | ISBN: 111831672X | 224 pages | PDF | 1,6 MB

Backtesting Value at Risk and Expected Shortfall  

Posted by Underaglassmoon at Dec. 8, 2015
Backtesting Value at Risk and Expected Shortfall

Backtesting Value at Risk and Expected Shortfall
Springer | Business & Management | January 5, 2016 | ISBN-10: 3658119071 | 145 pages | pdf | 3 mb

by Simona Roccioletti (Author)
Study in the field of economics
Studies about risk measures and their properties
Investigation of the issue related to the backtesting of Expected Shortfall
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk (repost)

Neil D. Pearson "Risk Budgeting: Portfolio Problem Solving with Value-at-Risk"
Wiley | 2002-01-18 | ISBN: 0471405566 | 256 pages | PDF | 2 MB
Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, 3rd edition

Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, 3rd edition
by Anthony Saunders, Linda Allen
English | 2010 | ISBN: 0470478349 | 400 pages | PDF | 3.25 MB

An Introduction to Value-at-Risk (repost)  

Posted by Veslefrikk at Nov. 11, 2014
An Introduction to Value-at-Risk (repost)

An Introduction to Value-at-Risk By Moorad Choudhry, Ketul Tanna
Publisher: W.il.e.y 2006 | 192 Pages | ISBN: 0470017570 | PDF | 3 MB
Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk [Repost]

Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk by Francois Duc
Wiley; 1 edition | December 8, 2008 | English | ISBN: 0470722991 | 262 pages | PDF | 3 MB

This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis.
Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms

Anthony Saunders, Linda Allen, "Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms"
2002 | pages: 336 | ISBN: 047121910X | PDF | 3,4 mb