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Date: 8-23-2010 Initiator: mhapsari
VaR versus Standard deviationCan somebody explain to me: which one is better between VaR and Standard deviation as a risk measure in term of how it captures risk and their usefulness in practice....
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VaR versus Standard deviationCan somebody explain to me: which one is better between VaR and Standard deviation as a risk measure in term of how it captures risk and their usefulness in practice....
Date: 8-19-2010 Initiator: Salim J
SamWhat is the best practice in calculating VAR for a generation portfolio with a time frame of 5 years?...
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SamWhat is the best practice in calculating VAR for a generation portfolio with a time frame of 5 years?...
Date: 8-18-2010 Initiator: rituparnadas
Das RituparnaWhat is the contact email id of gloriamundi.org?...
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Das RituparnaWhat is the contact email id of gloriamundi.org?...
Date: 8-18-2010 Initiator: manuelabenigno
loganHas someone never done back-testing of a credit-VaR? In case, have you used specific back-testing procedures? many thanks!...
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loganHas someone never done back-testing of a credit-VaR? In case, have you used specific back-testing procedures? many thanks!...
Date: 7-23-2010 Initiator: kamal88
ModELING OF Value at Risk in Indian Stock MarketI need Information about such article which deals with these items for my MA Dissertation....
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ModELING OF Value at Risk in Indian Stock MarketI need Information about such article which deals with these items for my MA Dissertation....
Date: 7-11-2010 Initiator: Anshuman
Non linear VARHow to model VAR for equity options?...
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Non linear VARHow to model VAR for equity options?...
Date: 7-10-2010 Initiator: RiskMind
Counterparty RiskI am looking for a white paper or a good book on overall counterpart risk in the Mortgage Market. Can anyone recommend some good material?...
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Counterparty RiskI am looking for a white paper or a good book on overall counterpart risk in the Mortgage Market. Can anyone recommend some good material?...
Date: 6-30-2010 Initiator: Mulas
MonteCarlo simulation for stock portfolioHello i am a student and i m writing about VaR. I have implemented VaR with Variance-covariance approach and historical simulation. I m looking for some practical example how to implement MonteCarlo s...
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MonteCarlo simulation for stock portfolioHello i am a student and i m writing about VaR. I have implemented VaR with Variance-covariance approach and historical simulation. I m looking for some practical example how to implement MonteCarlo s...
Date: 6-12-2010 Initiator: RamiD
Value at RiskHello, I am looking for a paper or book about the advantages and disadvantages from the perspective of Management, employee and shareholder has anyone a paper or research in this area? thank you very...
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Value at RiskHello, I am looking for a paper or book about the advantages and disadvantages from the perspective of Management, employee and shareholder has anyone a paper or research in this area? thank you very...
Date: 6-8-2010 Initiator: Stefan
Loan pricing modelsI'm looking for bank loan pricing models. Does anyone know good reading materials(research papers, books with formulas for loan pricing)?...
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Loan pricing modelsI'm looking for bank loan pricing models. Does anyone know good reading materials(research papers, books with formulas for loan pricing)?...
Date: 5-11-2010 Initiator: Ciprian
CreditRisk+Hi, I am look for a book, 'CreditRisk+ in the Banking Industry', but unfortunatelly there is no download button for this book, just Add to my BookShelf. Does this message mean that this book i...
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CreditRisk+Hi, I am look for a book, 'CreditRisk+ in the Banking Industry', but unfortunatelly there is no download button for this book, just Add to my BookShelf. Does this message mean that this book i...
Date: 5-5-2010 Initiator: Ahmad
Thinking CoherentlyHi I am looking for the article "Thinking Coherently" and I found it and add it to my bookshelf but I cant read it, nor I can download it. May be as a new user, I am missing something, if someone ca...
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Thinking CoherentlyHi I am looking for the article "Thinking Coherently" and I found it and add it to my bookshelf but I cant read it, nor I can download it. May be as a new user, I am missing something, if someone ca...
Date: 4-16-2010 Initiator: Hugues
Capital ManagementHi, Does anyone know good reading materials (research papers, books) treating the topic of: capital efficiency, capital management, optimizing the returns on capital etc... Thank you. ...
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Capital ManagementHi, Does anyone know good reading materials (research papers, books) treating the topic of: capital efficiency, capital management, optimizing the returns on capital etc... Thank you. ...
Date: 3-26-2010 Initiator: moran
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