Value at Risk

Biplab Chakraborty

doi:10.33516/maj.v57i7.81-84p

Value at Risk

Authors

Biplab Chakraborty Department of Banking Supervision, Reserve Bank of India, Kolkata

DOI:

https://doi.org/10.33516/maj.v57i7.81-84p

Keywords:

No Keywords.

Abstract

This article attempts to outline the conceptual under pinning, uses, advantages and limitations of â€œValue At Riskâ€, a popular risk metric, being used by banks and other financial institutions as a tool for risk management.

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Published

2022-07-01

How to Cite

Chakraborty, B. (2022). Value at Risk. The Management Accountant Journal, 57(7), 81–84. https://doi.org/10.33516/maj.v57i7.81-84p

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Issue

Volume 57, Issue 7, July 2022

Section

Risk Management

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Value at Risk

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