haku: @indexterm Value-at-risk / yhteensä: 37
viite: 17 / 37
| Tekijä: | Leippold, M. |
| Otsikko: | Don't rely on VaR |
| Lehti: | Euromoney
2004 : NOV, VOL. 35:427, p. 46-49 |
| Asiasana: | Value-at-risk Risk management Financial markets Investments Banking |
| Kieli: | eng |
| Tiivistelmä: | Belief that a single number can capture the degree of risk being taken within a bank or an investment is mistaken - especially when that number is value at risk. Markus Leippold explains why the measures is flawed, points to the dangers of its widespread acceptance by regulators and investors, and suggests an alternative. |
SCIMA