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Understanding market, credit, and operational risk : the value at risk approach /

Bibliographic Details
Main Author: Allen, Linda, 1954-
Other Authors: Boudoukh, Jacob, Saunders, Anthony, 1949-
Format: Book
Language:English
Published: Malden, MA : Blackwell, 2004.
Subjects:
Financial futures.
Risk management.
Online Access:Table of contents
Table of Contents:
  • Introduction to value at risk (VaR)
  • Quantifying volatility in VaR models
  • Putting VaR to work
  • Extending the VaR approach to non-tradable loans
  • Extending the VaR approach to operational risks
  • Applying VaR to regulatory models
  • VaR : outstanding research.