Screen LibraryUnderstanding market, credit, and operational risk：the value at risk approach
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| Main Authors: | |
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| Group Author: | ; |
| Published: |
Blackwell,
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| Publisher Address: | Malden, MA. |
| Publication Dates: | 2004. |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Carrier Form: | xxii, 284 p.: ill. ; 24 cm. |
| ISBN: | 0631227091 |
| Index Number: | F830 |
| CLC: | F830.9 |
| Call Number: | F830.9/A427 |
| Contents: |
Includes bibliographical references (p. [257]-269) and index. Introduction to value at risk (VaR) -- Quantifying volatility in VaR models -- Putting VaR to work -- Extending the VaR approach to non-tradable loans -- Extending the VaR approach to operational risks -- Applying VaR to regulatory models -- VaR : outstanding research. |