used hardcover in a dust jacket. jacket is slightly worn about the edges, but with no tears and not price clipped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws.

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Bibliographic Details

Title

Implementing Value at Risk

Publisher

Wiley January 1999

Publication Date

1999

Language

English

ISBN 10

0471972053

ISBN 13

9780471972051

Binding

Hardcover

Condition

Dust Jacket Condition

Very Good

Seller catalogs

business

About this title

Synopsis

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

About the Author

Philip Best is the author of Implementing Value at Risk, published by Wiley.

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

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Magus Enterprises, Inc.
1408 NE 42nd St., Seattle, WA, 98105, U.S.A.

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Magus Enterprises, Inc, an S Corporation.
1408 NE 42nd Street. Seattle, WA 98155
magus@seanet.com 206-633-1800
Chris Weimer and Hanna McElroy, owners

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