Quantile metrics of risk assessment

Автор: Vidmant O.S.

Журнал: Juvenis scientia @jscientia

Рубрика: Экономика и управление

Статья в выпуске: 4, 2016 года.

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Recently risk management has become an integral part of any company. It allows not only to reduce the uncertainty level of any business but also to expand the measures themselves due to the adaptation to various market factors. The author focuses on one of the most popular and recognized methods for risk prediction, VaR, and the distinctive features of its structure. The main characteristics of the reduced model are analyzed by discriminating the strengths and weaknesses.

Financial risk management, uncertainty, global market, reserves, var, quantile, portfolio, probability of loss

Короткий адрес: https://sciup.org/14110114

IDR: 14110114

Список литературы Quantile metrics of risk assessment

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