What is risk capital? Why can VAR be viewed as a measure of risk capital?

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Value at Risk The New Benchmark for Managing Financial Risk

ISBN: 978-0071464956

3rd edition

Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:23 AM

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What is risk capital? Why can VAR be viewed as a measure of risk capital?

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Hence for the final analysis we can say that ri...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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