Risk measurement systems

Liliana Ivănuş
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Liliana Ivănuş: University of Petroşani, Romania

Annals of the University of Petrosani, Economics, 2003, vol. 3, 127-130

Abstract: All firms must have the capability to measure their risks and it is critically important to select the appropriate risk measurement criteria and to establish risk tolerance levels. The most common tools for assessing market risk are based on so called „ at risk” measures such as Value-at-Risk (VaR) and Earnings-at-Risk (EaR). These methods may not be appropriate for all entities therefore some alternatives are sensitivity analysis and cash flow at risk.

Keywords: risk measurement; Value-at-Risk; Earnings-at-Risk; sensitivity analysis; cashflow at risk (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:pet:annals:v:3:y:2003:p:127-130

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