Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10003765173
Persistent link: https://www.econbiz.de/10001898883
Persistent link: https://www.econbiz.de/10011389708
Persistent link: https://www.econbiz.de/10012005164
Value at Risk (VaR) is a measure of the maximum potential change in value of a portfolio of financial assets with a given probability over a given time horizon. VaR became a key measure of market risk since the Basle Committee stated that banks should be able to cover losses on their trading...
Persistent link: https://www.econbiz.de/10014215317