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dc.contributor.advisorQuinn, Andrewen
dc.contributor.authorMcMenamin, Michaelen
dc.date.accessioned2014-10-20T11:25:49Z
dc.date.available2014-10-20T11:25:49Z
dc.date.issued2014
dc.identifier.citationMcMenamin, M. (2014). Value at risk. Continuous Assessment, Dublin Business School.en
dc.identifier.urihttp://hdl.handle.net/10788/2131
dc.description.abstractSources 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 risken
dc.language.isoenen
dc.publisherDublin Business Schoolen
dc.rightsItems in Esource are protected by copyright. Previously published items are made available in accordance with the copyright policy of the publisher/copyright holder.en
dc.rights.urihttp://esource.dbs.ie/copyright
dc.subjectFinanceen
dc.titleValue at risken
dc.typeContinuous Assessment Itemen
dc.rights.holderCopyright: The authoren
dc.type.degreenameCertificate in Funding and Treasuryen


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