ANALYSIS OF THE MOST COMMON CALCULATION METHODS “VALUE AT RISK, VAR”
The Regulation of the National Bank of Ukraine on Risk Management in Ukrainian Banks stipulates that this Regulation obliges banks to use the VaR methodology to assess market risk. The article shows that VaR is the absolute maximum amount of losses of the market investment portfolio due to fluctuat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
FINTECH Alliance LLC
2022-07-01
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| Series: | Фінансово-кредитна діяльність: проблеми теорії та практики |
| Subjects: | |
| Online Access: | https://fkd.net.ua/index.php/fkd/article/view/3746 |