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Different Approaches to VaR
Company: The Euromoney Risk Management Handbook 2012
Company Url: Click here to open
Year Of Publication: 2012
Month Of Publication: January
Pages: 2
Download Count: 51
View Count: 1276
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 1-9-2012
Publisher: Administrator
Summary
One lesson to be learnt from the crisis is that good risk management
needs a different approach to Value at Risk (VaR), but not in the way you
may think. Improving the quality of VaR estimates is not enough; rejecting
VaR as a tool is too much, but changing how we use VaR is the proper
direction for improved risk management.
Author(s)
Schachter, Barry Sign in to follow this author
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