VaR (Value at Risk) Model

Vergil Voineagu and Danut Culetu
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Vergil Voineagu: Academy of Economic Studies, Bucharest
Danut Culetu: Academy of Economic Studies, Bucharest

Romanian Statistical Review Supplement, 2012, vol. 60, issue 2, 328-332

Abstract: The VaR model represents a significant progress in risk analysis, among the improvements it brings we can outline the attempt to measure risk itself in terms of an eventual loss, instead of focusing on gain-based approach.

Keywords: risk; model; monitor; bank; loss; gain (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:60:y:2012:i:2:p:328-332

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