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Value at Risk: Parametrisk VaR som risikostyringsredskab
2016Value at Risk revolutionized risk management ever since J.P Morgan introduced the concept in their RiskMetrics in the 1980s. VaR has changed and improved through the years and today it is an acknowledged tool in risk management and used daily in many financial institutions.Value at Risk measures an estimate of the experienced risk in monetary terms ...
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A Personal Data Value at Risk (Pd-VaR) Approach
Journal of Research Innovation and Technologies (JoRIT)What if the main data protection vulnerability is risk management? Data Protection merges three disciplines: data protection law, information security, and risk management. Nonetheless, very little research has been made in the field of data protection risk management, where subjectivity and superficiality are the dominant state of the art.
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The diabolical sovereigns/banks risk loop: A VAR quantile design
Journal of Economic Asymmetries, 2020Matteo Foglia
exaly
Risk spillovers between oil and stock markets: A VAR for VaR analysis
Energy Economics, 2019Yudong Wang, Gang-Jin Wang
exaly
Enterprise risk management: a DEA VaR approach in vendor selection
International Journal of Production Research, 2010Desheng Wu, David Olson
exaly
Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk
Risk Management, 2018Wing-Keung Wong +2 more
exaly
Interest rate, liquidity, and sovereign risk: derivative-based VaR
Journal of Risk Finance, 2017Maria Rosa Borges, Mariya Gubareva
exaly