Opinion - Why value at risk holds its own - The increasing complexity of financial markets raises the question of how risk can be communicated effectively across a broad spectrum of people. Despite some criticism, as in Euromoney November 2004, the value-at-risk measure has established itself as an industry-wide tool. Regulators don't depend on it entirely.
| Year of publication: |
2005
|
|---|---|
| Authors: | Lotz, Christopher ; Stahl, Gerhard |
| Published in: |
Euromoney. - London : Euromoney Publ, ISSN 0014-2433, ZDB-ID 1902325. - 2005, p. 96-100
|