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¶
Does it exist? Not checked yet. This entry carries no identifier to resolve. It was extracted from the citation as written in the article, normalized, and deduplicated against the rest of the registry.
Does it back the claim? Not recorded. The single citation of this work carries no recorded support check.
Support is checked per citation rather than per work — the same source can be cited soundly in one article and wrongly in another. Per-citation recording began recently, so a citation with no recorded check is a gap in the record rather than evidence it went unchecked.
See how references were verified.
Registry ID ref:aa494c5fd3b3 · see in the full table