Contemporary financial risk management: the role of Value at Risk (VAR) Models.
Document Type
Article
Publication Title
IIMB Management Review
Abstract
The measurement of risk is key to the management of risk. This note examines the various Value at Risk (VaR) models presently used to measure market risk and other kinds of risk. It concludes with a consideration of the need to pay attention to other categories of risk such as operational, business, and systemic risk and to develop more resilient and optimal risk management models.
Publication Date
1-4-2008
Publisher
Indian Institute of Management Bangalore
Volume
Vol.20
Issue
Iss.3
Recommended Citation
Bhattacharyya, Malay, "Contemporary financial risk management: the role of Value at Risk (VAR) Models." (2008). Faculty Publications. 981.
https://research.iimb.ac.in/fac_pubs/981
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