In this article we discuss one of the modern risk measuring techniques Value-at-Risk (VaR). Currently central banks in … major money centers, under the auspices of the BIS Basle Committee, adopt the VaR system to evaluate the market risk of … their supervised banks. Banks regulators ask all commercial banks to report VaRs with their internal models. Value at risk …

RiskMetrics made Value-at-Risk (VaR) is the most important risk measurement instrument at international level. The objective of …

uncertain results, in my opinion there is no distinction between an efficient management and a good management of the risk …. Considering that risk attitude of the manager is a determinant of his behaviour, an important goal in management is to understand … influence over the decision behaviour in risk contexts. …

hypothesis in the Romanian financial market case; 2) a critical distinction between the concept of "risk" and the concept of … "incertitude"; 3) the use of the individual yield/risk ratio versus the market one as a selection variable; 4) the renouncement at … disfunctions, there is a possibility to build an "optimal" portfolio based on a yield-risk arbitrage inside an efficiency frontier …

to take over the structure of the rating in the investment of portfolio for a good profitability but with a higher risk. …

every credit is implying a less known aspect, as it is the subject of running a number of risks. The credit risk does exist … below is emphasizing a number of aspects concerning the management of the credit risk (i.e. the non-payment risk, the … exposure risk, the recovery risk). …

field of risk decision-making, especially for firms’ activity in the marketplace. …