Value at Risk has been a tool of choice for many risk managers over the years. It

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Value at Risk has been a tool of choice for many risk managers over the years. It provided a tool to price loan risk. Given the current financial situation, the global markets are facing, is this still a good idea to continue pricing risk?

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Personal Finance

ISBN: 978-1133595830

12th edition

Authors: Thomas Garman, Raymond Forgue

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Posted Date: Jul 19, 2020 05:42 AM

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Value at Risk has been a tool of choice for many risk managers over the years. It

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Expert Answer:

Value at risk VaR is a statistic that measures and quantifies the level of financial risk within a firm portfolio or position over a specific time fra... View the full answer

Personal Finance

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