Value at Risk¶
Jorion, P. (2007). Value at Risk: The New Benchmark for Managing Financial Risk. McGraw-Hill.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Monitoring
- Finance & risk management: Transaction monitoring (fraud detection, AML compliance), portfolio risk monitoring (Value at Risk, stress tests), credit-spread monitoring, algorithmic-trading circuit breakers, regulatory compliance monitoring, anchored in the VaR and stress-testing methodology Jorion (2007) treats as the operational core of financial risk surveillance.
This sourceCanonical reference on financial risk monitoring: develops VaR, stress testing, and portfolio-risk surveillance as the operational core of monitoring market and credit exposures.
- Finance & risk management: Transaction monitoring (fraud detection, AML compliance), portfolio risk monitoring (Value at Risk, stress tests), credit-spread monitoring, algorithmic-trading circuit breakers, regulatory compliance monitoring, anchored in the VaR and stress-testing methodology Jorion (2007) treats as the operational core of financial risk surveillance.
Verification¶
This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.
Registry ID ref:aa494c5fd3b3 · see in the full table