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Estimating Value-at-Risk (VaR) using TiVEx-POT Models [PDF]
, 2009 Financial institutions hold risks in their investments that can potentially affect their ability to serve their clients. For banks to weigh their risks, Value-at-Risk (VaR) methodology is used, which involves studying the distribution of losses and formulating a statistic from this distribution.
Mapa, Dennis S. +2 more
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Value At Risk (Var) As A Market Risk Measure
Montenegrin Journal of Economics, 2010Market risk is the potential loss on investment due to fluctuations in the market value of traded position that cannot be hedged or diversified away. Value at Risk (VAR) is a standard measure of market risk, adopted by all financial market participants. Its use in risk management is a legal and regulatory requirement.
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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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