--%>
Assignment Help - homework help

What is Value at Risk

What is Value at Risk?

E

Expert

Verified

It’s called VaR for short; Value at Risk is a measure of the amount which could be lost from a portfolio, position, bank and desk.

   Related Questions in Financial Management

  • Q : Time value of money You are trying to

    You are trying to save to buy a new $150,000 Ferrari. You have $40,000 today that can be invested at your bank. The bank pays 5.5% annual interest rate on its accounts. How long will it be before you have enough to buy the car?

    		•
  • Q : Illustrates an example of

    Illustrates an example of jump-diffusion model?

    		•
  • Q : Factor of Standard and Poor analyze in

    What factors does Standard and Poor’s analyze in finding out the credit rating it assigns a sovereign government?In rating a sovereign government, S&P’s analysis centers on an assessment of the degree of political risk and econom

    		•
  • Q : Three most important sections of the

    Describe the three most important sections of the cash flows statement?

    		•
  • Q : What are retained earnings What are

    What are retained earnings? Why are they important?

    		•
  • Q : Acc Fin Assume that you inherited some

    Assume that you inherited some money. A friend of yours is working as an unpaid intern at a local brokerage firm, and her boss is selling securities that call for 4 payments of $50 (1 payment at the end of each of the next 4 years) plus an extra payment of $1,000 at the end of Year 4. Your friend sa

    		•
  • Q : Explain marked to market by using the

    Explain marked to market by using the implied volatility.

    		•
  • Q : List the arguments of FX call or put

    List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S

    		•
  • Q : Describe European Monetary System

    Describe the arrangements & workings of the European Monetary System (EMS).EMS was launched in the year of 1979 in order to (I) set up zone of monetary stability in Europe, (ii) coordinate exchange rate policies against non-EMS currencies, a

    		•
  • Q : Illustrates that how is all money far

    Should you place all your money in a stock which has low risk but also low expected return, or one along with high expected return but that is far riskier or maybe divide your money among the two?

    		•