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Is Value at Risk an Alternative to Setting Limits?

In: Modelling the Survival of Financial and Industrial Enterprises

Author

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  • Dimitris N. Chorafas

Abstract

The core of the research that led to this book has been ways and means for more efficient internal control and improvements in the role of model’s play in the management of risk, and so it is self-evident that the subject of limits has been discussed both with the regulators and with commercial and investment bankers in Germany, Switzerland, the United Kingdom and the US. The overwhelming opinion has been that limits should be set by the board and the system of internal controls should assure that they are observed.

Suggested Citation

  • Dimitris N. Chorafas, 2002. "Is Value at Risk an Alternative to Setting Limits?," Palgrave Macmillan Books, in: Modelling the Survival of Financial and Industrial Enterprises, chapter 11, pages 224-244, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-0-230-50173-7_11
    DOI: 10.1057/9780230501737_11
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