• Medientyp: E-Book
  • Titel: Don't Rely on VAR
  • Beteiligte: Leippold, Markus [VerfasserIn]
  • Erschienen: [S.l.]: SSRN, [2007]
  • Umfang: 1 Online-Ressource (5 p)
  • Sprache: Nicht zu entscheiden
  • Entstehung:
  • Anmerkungen: In: Euromoney, November 2004
  • Beschreibung: Belief that a single number can capture the degree of risk being taken within a bank or an investment is mistaken - especially when that number is value at risk. Markus Leippold explains why the measure is flawed, points to the dangers of its widespread acceptance by regulators and investors, and suggests an alternative
  • Zugangsstatus: Freier Zugang