Comparing different methods for estimating value-at-risk (VaR) in emerging markets.

Comparing different methods for estimating value-at-risk (VaR) in emerging markets.

In the recent years, Value-at-risk (VaR) has become the standard risk measurement approach to measure market risk of financial and commodity derivative instruments and other financial instruments. VaR, though widely used by commercial bankers, derivative dealers, corporate treasury risk managers an...

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Main Author: Wong, Kok Choy.
Other Authors: Yan, Yuxing
Format: Theses and Dissertations
Language:English
Published: 2008
Subjects:
DRNTU::Business::Finance::Risk management
Online Access:http://hdl.handle.net/10356/7790
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-7790
record_format dspace
spelling sg-ntu-dr.10356-77902024-01-12T10:13:09Z Comparing different methods for estimating value-at-risk (VaR) in emerging markets. Wong, Kok Choy. Yan, Yuxing Nanyang Business School DRNTU::Business::Finance::Risk management In the recent years, Value-at-risk (VaR) has become the standard risk measurement approach to measure market risk of financial and commodity derivative instruments and other financial instruments. VaR, though widely used by commercial bankers, derivative dealers, corporate treasury risk managers and bank regulators in many parts of the world, is still a relatively new risk management concept in the emerging markets particularly in Asia. Master of Business 2008-09-18T07:51:20Z 2008-09-18T07:51:20Z 2002 2002 Thesis http://hdl.handle.net/10356/7790 en Nanyang Technological University 112 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Business::Finance::Risk management
spellingShingle DRNTU::Business::Finance::Risk management
Wong, Kok Choy.
Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
description In the recent years, Value-at-risk (VaR) has become the standard risk measurement approach to measure market risk of financial and commodity derivative instruments and other financial instruments. VaR, though widely used by commercial bankers, derivative dealers, corporate treasury risk managers and bank regulators in many parts of the world, is still a relatively new risk management concept in the emerging markets particularly in Asia.
author2 Yan, Yuxing
author_facet Yan, Yuxing
Wong, Kok Choy.
format Theses and Dissertations
author Wong, Kok Choy.
author_sort Wong, Kok Choy.
title Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
title_short Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
title_full Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
title_fullStr Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
title_full_unstemmed Comparing different methods for estimating value-at-risk (VaR) in emerging markets.
title_sort comparing different methods for estimating value-at-risk (var) in emerging markets.
publishDate 2008
url http://hdl.handle.net/10356/7790
_version_ 1789482973663330304

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