A step-by-step, real world guide to the use of Value at Risk (VaR)
models, this text applies the VaR approach to the measurement of
market risk, credit risk and operational risk. The book describes
and critiques proprietary models, illustrating them with practical
examples drawn from actual case studies. Explaining the logic
behind the economics and statistics, this technically sophisticated
yet intuitive text should be an essential resource for all readers
operating in a world of risk.
Applies the Value at Risk approach to market, credit, and
operational risk measurement.
Illustrates models with real-world case studies.
Features coverage of BIS bank capital requirements.
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!