Risk Management: VaR Model for Information Disclosure

Authors :: Yuhua Zheng
Source :: 2012 Second International Conference on Business Computing and Global Informatization.
Publication Year :: 2012
Publisher :: IEEE, 2012.
Abstract: This article discusses how to quantify the risk with Value at Risk model, and then proposes some problems in the application of this model.

Subjects :: Estimation
Actuarial science
business.industry
Risk analysis (business)
Information disclosure
Economics
Financial risk management
business
Value at risk
Risk management
Vector autoregression

Database :: OpenAIRE
Journal :: 2012 Second International Conference on Business Computing and Global Informatization
Accession number :: edsair.doi...........41aeef04eb72f71b0c9c69d741e9af15

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