How is it possible to manage or measure such a hard to defining term like „risk“? To solve this problem and giving stakeholders a tool to measure their individual risk or to compare it, an empirical risk measurer called „Value at Risk“ is used in practice. The main task of this work is to introduce the concept of Value at Risk and giving an overview about the concept itself, its problems and its use in practice.
Contents
1. Why should we measure risk?
2. Understanding the concept ofValue at Risk
2.1 How to define risk
2.2 Defining the Value at Risk concept
2.3 Calculating the Value at Risk
2.4 Critical view on the concept of Value at Risk
3. Using Value at Risk in practice
3.1 Value at Risk in banking regulation
3.2 Value at Risk in internal risk management processes
4. Further development of the concept
Reference List II
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Laden Sie Ihre eigenen Arbeiten hoch! Geld verdienen und iPhone X gewinnen. -
Laden Sie Ihre eigenen Arbeiten hoch! Geld verdienen und iPhone X gewinnen. -
Laden Sie Ihre eigenen Arbeiten hoch! Geld verdienen und iPhone X gewinnen. -
Laden Sie Ihre eigenen Arbeiten hoch! Geld verdienen und iPhone X gewinnen. -
Laden Sie Ihre eigenen Arbeiten hoch! Geld verdienen und iPhone X gewinnen.