Why is CFAR more complex than traditional VAR models?

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Value at Risk The New Benchmark for Managing Financial Risk

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Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:22 AM

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Why is CFAR more complex than traditional VAR models?

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CFAR is more complex because the exposures are more diff...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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