Book of Donmon Teith

The typical financial executive’s view of the value of risk management in their financial institution is based on the belief that risk management focuses on l

Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applic

Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the bank

A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written speci

Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic inv