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VaR (Value at Risk) Model

Author

Listed:
  • Vergil VOINEAGU

    (Academy of Economic Studies, Bucharest)

  • Danut CULETU

    (Academy of Economic Studies, Bucharest)

Abstract

The VaR model represents a significant progress in risk analysis, among the improvements it brings we can outline the attempt to measure risk itself in terms of an eventual loss, instead of focusing on gain-based approach.

Suggested Citation

  • Vergil VOINEAGU & Danut CULETU, 2012. "VaR (Value at Risk) Model," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(2), pages 328-332, May.
    • Handle: RePEc:rsr:supplm:v:60:y:2012:i:2:p:328-332
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    More about this item

    Keywords

    risk; model; monitor; bank; loss; gain;
    All these keywords.

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