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Evaluating the use of RiskMetrics as a risk measurement tool for your operation: advantages and limitations
Value At Risk (VAR) has become one of the accepted norms in financial decision making - not just for risk managers and regulators, but for anyone concerned with the actual numbers produced: traders, fund managers, corporate tresurers, etc.. Not only is capital set aside for regulatory compliance on the basis of these measures - such things as trading limits or capital allocation decisions may be set.
History
Publication status
- Published
Journal
Derivatives: Use, Trading and RegulationISSN
1753-9641Publisher
Palgrave MacmillanIssue
3Volume
2Page range
277-285Department affiliated with
- Business and Management Publications
Notes
Journal now called "Journal of Derivatives & Hedge Funds"Full text available
- No
Peer reviewed?
- Yes
Legacy Posted Date
2012-09-26Usage metrics
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