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Concept of Value at Risk (VaR)


Seminar Paper, 2013

13 Pages, Grade: 2,0


Excerpt


Contents

1. Why should we measure risk?

2. Understanding the concept ofValue at Risk
2.1 How to define risk
2.2 Defining the Value at Risk concept
2.3 Calculating the Value at Risk
2.4 Critical view on the concept of Value at Risk

3. Using Value at Risk in practice
3.1 Value at Risk in banking regulation
3.2 Value at Risk in internal risk management processes

4. Further development of the concept

Reference List II

Excerpt out of 13 pages

Details

Title
Concept of Value at Risk (VaR)
College
University of Hohenheim
Grade
2,0
Author
Year
2013
Pages
13
Catalog Number
V232538
ISBN (eBook)
9783656485346
ISBN (Book)
9783656485810
File size
461 KB
Language
English
Keywords
Risiko, Value at Risk, Risk, Bank, Risikomanagement, Banking, VaR
Quote paper
Fabian Kremer (Author), 2013, Concept of Value at Risk (VaR), Munich, GRIN Verlag, https://www.grin.com/document/232538

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