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Title: Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
Authors: Wong, Kok Choy.
Keywords: DRNTU::Business::Finance::Risk management
Issue Date: 2002
Abstract: In the recent years, Value-at-risk (VaR) has become the standard risk measurement approach to measure market risk of financial and commodity derivative instruments and other financial instruments. VaR, though widely used by commercial bankers, derivative dealers, corporate treasury risk managers and bank regulators in many parts of the world, is still a relatively new risk management concept in the emerging markets particularly in Asia.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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