×
Log in
Upload File
Most Popular
Study
Business
Design
Technology
Travel
Explore all categories
The top documents tagged [day var]
Var Problems
6.822 views
Value at Risk By A.V. Vedpuriswar June 14, 2014. Introduction VAR tells us the maximum loss a portfolio may suffer at a given confidence interval for
218 views
Free Market Risk Management Portal For Small Banks And Companies
1.062 views
XIV International Conference on Economic and Social Development, 2-5 April 2013, Moscow A new copula approach for high-dimensional real world portfolios
215 views
Manulife Financial Corporation operates as John Hancock in the United States, and Manulife in other parts of the world. Enterprise Risk Management in Life
219 views
Market Risk – Internal Model Approach K.G.Bhandari IndusInd Bank Ltd. March 15, 2010 Indian Banks’ Association 4 th Annual summit 2010
217 views
VaR Methods IEF 217a: Lecture Section 6 Fall 2002 Jorion, Chapter 9 (skim)
219 views
Mark Staley Risk & Capital Modeling Group, Quantitative Analytics – Trading Risk April 2010 The Incremental Risk Charge in Basel II
219 views
I. INTRODUCTION Spurred by regulators, financial institutions have invested significant resources in risk management over the last decade. An actuarial
218 views
HullRMFI4eCh12
6 views
Forecasting VaR and Risk Mangement under Basel Accords Michael McAleer
41 views
XIV International Conference on Economic and Social Development, 2-5 April 2013, Moscow
46 views