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612-822-4611
Financial Risk Modeling

Financial Risk Modeling

Paperback

Investing & Finance

ISBN10: 1542345103
ISBN13: 9781542345101
Publisher: Createspace
Published: Jan 4 2017
Pages: 122
Weight: 0.66
Height: 0.26 Width: 8.50 Depth: 11.02
Language: English
Risk modeling uses a variety of techniques including market risk, value at risk (VaR), historical simulation (HS), or extreme value theory (EVT) in order to analyze a portfolio and make forecasts of the likely losses that would be incurred for a variety of risks. Such risks are typically grouped into credit risk, liquidity risk, market risk, and operational risk categories. Many large financial intermediary firms use risk modeling to help portfolio managers assess the amount of capital reserves to maintain, and to help guide their purchases and sales of various classes of financial assets.

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Investing & Finance