Contemporary financial risk management: the role of Value at Risk (VAR) Models.

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DC Field	Value	Language
dc.contributor.author	Bhattacharyya, Malay
dc.date.accessioned	2020-06-17T14:22:05Z	-
dc.date.available	2020-06-17T14:22:05Z	-
dc.date.issued	2008
dc.identifier.issn	0970-3896
dc.identifier.uri	https://repository.iimb.ac.in/handle/2074/12499	-
dc.description.abstract	The measurement of risk is key to the management of risk. This note examines the various Value at Risk (VaR) models presently used to measure market risk and other kinds of risk. It concludes with a consideration of the need to pay attention to other categories of risk such as operational, business, and systemic risk and to develop more resilient and optimal risk management models.
dc.publisher	Indian Institute of Management Bangalore
dc.subject	Financial risk management
dc.subject	Risk management in business
dc.subject	Risk exposure
dc.subject	Risk management
dc.title	Contemporary financial risk management: the role of Value at Risk (VAR) Models.
dc.type	Journal Article
dc.pages	292-296p.
dc.vol.no	Vol.20	-
dc.issue.no	Iss.3	-
dc.journal.name	IIMB Management Review
Appears in Collections:	2000-2009

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