VaR (Value at Risk) Model

The VaR model represents a significant progress in risk analysis, among the improvements it brings we can outline the attempt to measure risk itself in terms of an eventual loss, instead of focusing on gain-based approach.

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Year of publication:	2012
Authors:	VOINEAGU, Vergil ; CULETU, Danut
Published in:	Romanian Statistical Review Supplement. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 60.2012, 2, p. 328-332
Publisher:	Institutul National de Statistica şi Studii Economice (INSSE)
Subject:	risk \| model \| monitor \| bank \| loss \| gain

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010596272