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Understanding Market, Credit, and Operational Risk

- The Value at Risk Approach

About Understanding Market, Credit, and Operational Risk

A step--by--step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies.

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  • Language:
  • English
  • ISBN:
  • 9780631227090
  • Binding:
  • Hardback
  • Pages:
  • 312
  • Published:
  • October 26, 2003
  • Dimensions:
  • 158x242x23 mm.
  • Weight:
  • 594 g.
Delivery: 2-4 weeks
Expected delivery: January 25, 2025
Extended return policy to January 30, 2025
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Description of Understanding Market, Credit, and Operational Risk

A step--by--step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies.

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