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The VAR Implementation Handbook Financial Risk and Applications in Asset Management, Measurement, and Modeling {SD1} pdf

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 							[flap] For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that
common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose
in a really bad month?” However, there has not been an effective guidebook available to help investors and
financial managers make their own VaR calculations--until now. The VaR Implementation Handbook is a hands-on road map
for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply
their knowledge in the real world. Heralded as “the new science of risk management,” VaR has emerged as the
dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much
money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the
subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a
variety of areas-from equity to structured and operational products. This complete guide thoroughly covers the three
major areas of VaR implementation--measuring, modeling risk, and managing--in three convenient sections. Savvy
professionals will keep this handbook at their fingertips for its: Reliable advice from 40 recognized experts working in
universities and financial institutions around the world Effective methods and measures to ensure that implemented VaR
models maintain optimal performance Up-to-date coverage on newly exposed areas of volatility, including derivatives
Real-world prosperity requires making informed financial decisions. The VaR Implementation Handbook is a step-by-step
playbook to getting the most out of VaR modeling so you can successfully manage financial risk.
  
   						

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