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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/2074/12499| Title: | Contemporary financial risk management: the role of Value at Risk (VAR) Models. | Authors: | Bhattacharyya, Malay | Keywords: | Financial risk management;Risk management in business;Risk exposure;Risk management | Issue Date: | 2008 | Publisher: | Indian Institute of Management Bangalore | Abstract: | The measurement of risk is key to the management of risk. This note examines the various Value at Risk (VaR) models presently used to measure market risk and other kinds of risk. It concludes with a consideration of the need to pay attention to other categories of risk such as operational, business, and systemic risk and to develop more resilient and optimal risk management models. | URI: | https://repository.iimb.ac.in/handle/2074/12499 | ISSN: | 0970-3896 |
| Appears in Collections: | 2000-2009 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Bhattacharyya_IIMBMR_2008_Vol.20_Iss.3.pdf | 197.6 kB | Adobe PDF | View/Open Request a copy |
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