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Understanding Value at Risk (VaR) by Klaudia Stephanie Ginting is a document available to read on EtoBox.

What is Understanding Value at Risk (VaR) about?

This document discusses Value at Risk (VaR) as a method for measuring risk. It defines VaR as an estimate of the maximum potential loss of a portfolio over a given time period at a certain confidence level, assuming normal market conditions. The document provides background on risk identification and management in financial institutions. It also reviews various VaR methodologies and discusses how VaR can be used to estimate maximum losses and measure overall portfolio risk exposure.

Author

Klaudia Stephanie Ginting

Language

EN