Stancu, Ion; Balu, Florentina - In: Theoretical and Applied Economics 3(498) (2006) 3(498), pp. 51-56
In this article we discuss one of the modern risk measuring techniques Value-at-Risk (VaR). Currently central banks in … their supervised banks. Banks regulators ask all commercial banks to report VaRs with their internal models. Value at risk …’s market value. Value at Risk (VAR) calculates the maximum loss expected (or worst case scenario) on an investment, over a …