Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or … cross-fertilize the academic and practitioner communities, promoting improved market risk measurement technologies that draw … produce more accurate risk assessments, treating both portfolio-level and asset-level analysis. Asset-level analysis is …

The paper intends to measure the daily Value-at-Risk (VaR) for Rial-Euro exchange rate fluctuations risk. Since in this … case we deal with a single risk factor, so we will not use the Monte Carlo simulation method to measure the VaR and we will …, the obtained results are brought and compared with each other, and we draw conclusions using the obtained results. Value-at-Risk …