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Evaluating the use of RiskMetrics as a risk measurement tool for your operation: advantages and limitations

journal contribution
posted on 2023-06-08, 12:21 authored by Carol AlexanderCarol Alexander
Value At Risk (VAR) has become one of the accepted norms in financial decision making - not just for risk managers and regulators, but for anyone concerned with the actual numbers produced: traders, fund managers, corporate tresurers, etc.. Not only is capital set aside for regulatory compliance on the basis of these measures - such things as trading limits or capital allocation decisions may be set.

History

Publication status

  • Published

Journal

Derivatives: Use, Trading and Regulation

ISSN

1753-9641

Publisher

Palgrave Macmillan

Issue

3

Volume

2

Page range

277-285

Department affiliated with

  • Business and Management Publications

Notes

Journal now called "Journal of Derivatives & Hedge Funds"

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2012-09-26

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