VAR Methodology Used for Exchange Risk Measurement and Prevention
In this article we discuss one of the modern risk measuring techniques Value-at-Risk (VaR). Currently central banks in major money centers, under the auspices of the BIS Basle Committee, adopt the VaR system to evaluate the market risk of their supervised banks. Banks regulators ask all commercial b...
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| Autores principales: | , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
General Association of Economists from Romania
2006-05-01
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| Colección: | Theoretical and Applied Economics |
| Materias: | |
| Acceso en línea: | http://www.ectap.ro/articole/54.pdf |
| Etiquetas: |
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