Items related to Implementing Value at Risk

Best, Philip Implementing Value at Risk ISBN 13: 9780471972051

Implementing Value at Risk - Hardcover

 
9780471972051: Implementing Value at Risk
View all copies of this ISBN edition:
 
 
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understand the value VAR can add to a bank's understanding and control of its risks. This book aims to explain how VAR can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool. The objectives of this book are to explain: What VAR is - and isn't! How to calculate VAR - the three main methods Why stress testing is needed to complement VAR How to make stress testing effective How to use VAR and stress testing to manage risk How to use VAR to improve a bank's performance VAR as a regulatory measure of risk and capital Risk management practitioners, general bank managers, consultants and students of finance and risk management will find this book, and the software package included, an invaluable addition to their library. Finance/Investment

"synopsis" may belong to another edition of this title.

From the Publisher:
"Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR. Best covers the evolution of Value at Risk, using VAR as a risk measurement technique, using VAR to control risk, historical simulation, and implementing VAR. Most importantly, the author shows how value at risk should be calculated and used most effectively.
From the Inside Flap:
This book came about through a series of speeches given at industry seminars on Value at Risk and Stress Testing. Delegates and presenters often commented that the methods presented should be written down. This book is the realisation of those conversations and presents a framework for managing market risk using Value at Risk and its companion: Stress Testing. The disk at the end of the book contains Excel spreadsheet-based examples of the VAR calculations described in the book. The spreadsheets allow the main results presented throughout the book to be recreated by the reader.

"About this title" may belong to another edition of this title.

  • PublisherWiley
  • Publication date1999
  • ISBN 10 0471972053
  • ISBN 13 9780471972051
  • BindingHardcover
  • Number of pages250

Top Search Results from the AbeBooks Marketplace

Stock Image

Best, Philip
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 1
Seller:
GoldenWavesOfBooks
(Fayetteville, TX, U.S.A.)

Book Description Hardcover. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_0471972053

More information about this seller | Contact seller

Buy New
US$ 76.46
Convert currency

Add to Basket

Shipping: US$ 4.00
Within U.S.A.
Destination, rates & speeds
Stock Image

Best, Philip
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 1
Seller:
Wizard Books
(Long Beach, CA, U.S.A.)

Book Description Hardcover. Condition: new. New. Seller Inventory # Wizard0471972053

More information about this seller | Contact seller

Buy New
US$ 80.44
Convert currency

Add to Basket

Shipping: US$ 3.50
Within U.S.A.
Destination, rates & speeds
Stock Image

Best, Philip
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 1
Seller:
GoldBooks
(Austin, TX, U.S.A.)

Book Description Hardcover. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # think0471972053

More information about this seller | Contact seller

Buy New
US$ 80.98
Convert currency

Add to Basket

Shipping: US$ 4.25
Within U.S.A.
Destination, rates & speeds
Stock Image

Philip Best
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 5
Seller:
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)

Book Description Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship from the US or other locations in India depending on your location and availability. Seller Inventory # ABTR-30714

More information about this seller | Contact seller

Buy New
US$ 91.52
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds
Stock Image

Philip Best
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: > 20
Seller:
Basi6 International
(Irving, TX, U.S.A.)

Book Description Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEOCT23-86293

More information about this seller | Contact seller

Buy New
US$ 92.64
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds
Stock Image

Philip Best
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 5
Seller:
SMASS Sellers
(IRVING, TX, U.S.A.)

Book Description Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed. This item may ship from the US or our Overseas warehouse depending on your location and stock availability. We Ship to PO BOX Location also. Seller Inventory # ABRR-30714

More information about this seller | Contact seller

Buy New
US$ 94.67
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds
Stock Image

Best, Philip
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 1
Seller:
BennettBooksLtd
(LOS ANGELES, CA, U.S.A.)

Book Description Condition: New. New. In shrink wrap. Looks like an interesting title! 0.98. Seller Inventory # Q-0471972053

More information about this seller | Contact seller

Buy New
US$ 96.58
Convert currency

Add to Basket

Shipping: US$ 4.13
Within U.S.A.
Destination, rates & speeds
Stock Image

Philip Best
Published by John Wiley & Sons (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 4
Seller:
Books Puddle
(New York, NY, U.S.A.)

Book Description Condition: New. pp. 222. Seller Inventory # 26371893

More information about this seller | Contact seller

Buy New
US$ 118.17
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds
Stock Image

Best Philip
Published by John Wiley & Sons (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 4
Print on Demand
Seller:
Majestic Books
(Hounslow, United Kingdom)

Book Description Condition: New. pp. 222 This item is printed on demand. Seller Inventory # 7476074

More information about this seller | Contact seller

Buy New
US$ 128.13
Convert currency

Add to Basket

Shipping: US$ 8.21
From United Kingdom to U.S.A.
Destination, rates & speeds
Seller Image

Best, Philip W.
Published by Wiley (1999)
ISBN 10: 0471972053 ISBN 13: 9780471972051
New Hardcover Quantity: 5
Seller:
GreatBookPrices
(Columbia, MD, U.S.A.)

Book Description Condition: New. Seller Inventory # 8432-n

More information about this seller | Contact seller

Buy New
US$ 133.93
Convert currency

Add to Basket

Shipping: US$ 2.64
Within U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book