• Login
    View Item 
    •   DBS eSource Home
    • Continuous Assessments
    • Business & Management
    • View Item
    •   DBS eSource Home
    • Continuous Assessments
    • Business & Management
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Value at risk

    View/Open
    ca_mcmenamin_m_2014.pdf (554.1Kb)
    ca_specification.pdf (501.2Kb)
    Author
    McMenamin, Michael
    Date
    2014
    Degree
    Certificate in Funding and Treasury
    URI
    http://hdl.handle.net/10788/2131
    Publisher
    Dublin Business School
    Rights holder
    http://esource.dbs.ie/copyright
    Rights
    Items in Esource are protected by copyright. Previously published items are made available in accordance with the copyright policy of the publisher/copyright holder.
    Metadata
    Show full item record
    Abstract
    Sources of Market-based Risk Market risk is any risk of losses in a bank’s trading book due to changes in equity prices, interest rates, credit spreads, FX rates, commodity prices, and other factors. Refers to open (unhedged) positions, and the more volatile the asset price the greater the market risk. Author keywords: Var model, risk management, riskometrics, DEAR, capital, finance, value at risk
    Collections
    • Business & Management

    Browse

    All of DBS eSourceCommunities & CollectionsBy Issue DateAuthorsSupervisorTitlesSubjectsThis CollectionBy Issue DateAuthorsSupervisorTitlesSubjects

    My Account

    LoginRegister

    Statistics

    View Usage Statistics

    DSpace software copyright © 2002-2023  DuraSpace
    Contact Us | Send Feedback
    DSpace Express is a service operated by 
    Atmire NV