VALUE-AT-RISK FOR MARKET RISK IN COMMERCIAL BANK
Commercial banks do trading activities in capital market to manage client's funds. While bank trades client's funds, bank has a risk of loss. to measure the risk of loss, bank do the calculation of Value-at-Risk (VaR) from their trading activities data. VaR is defined as a measure of lo...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/18400 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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