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Controlling, 2004
The financial world has always been risky, but for a variety of reasons the risks have increased over the last few decades. One reason is an increase in volatility. Equity returns are more volatile, as can be seen in Figure 11.1 where the average absolute value of daily log returns of the S&P 500 has approximately doubled over the period from 1993 to ...
Mischa Seiter, Sven Eckert
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The financial world has always been risky, but for a variety of reasons the risks have increased over the last few decades. One reason is an increase in volatility. Equity returns are more volatile, as can be seen in Figure 11.1 where the average absolute value of daily log returns of the S&P 500 has approximately doubled over the period from 1993 to ...
Mischa Seiter, Sven Eckert
openaire +2 more sources
2020
Methodology VaR (value at risk) and its modifications are usual measures of risk in practice (e.g., it is one of the best used approaches to set up capital requirements when regulating capital adequacy in so-called internal models of banks). More generally, VaR is the key instrument for financial risk management, e.g., by means of commercial systems of
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Methodology VaR (value at risk) and its modifications are usual measures of risk in practice (e.g., it is one of the best used approaches to set up capital requirements when regulating capital adequacy in so-called internal models of banks). More generally, VaR is the key instrument for financial risk management, e.g., by means of commercial systems of
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2003
In mathematics, risk exists whenever there is uncertainty. A change in the value of one variable can lead to an increase or decrease in the value of a second variable. In finance risk is taken to be the risk that the monetary value of an asset will fall as a result of a change in some factor.
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In mathematics, risk exists whenever there is uncertainty. A change in the value of one variable can lead to an increase or decrease in the value of a second variable. In finance risk is taken to be the risk that the monetary value of an asset will fall as a result of a change in some factor.
openaire +1 more source