University of Limerick Institutional Repository

Browsing Departments Kemmy Business School by Subject "Value-at-Risk (VaR)"

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Browsing Departments Kemmy Business School by Subject "Value-at-Risk (VaR)"

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  • McCullagh, Orla (University of Limerick, 2019)
    Value-at-Risk (VaR) is the primary measure used to estimate the potential losses for a bank portfolio due to market movements. It has three key roles: internal risk management; risk reporting; determination of market risk ...

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