Articles liés à Value-at-Risk application for equities: The practice...

Value-at-Risk application for equities: The practice of Russian financial institutions - Couverture souple

Minashkin, Dmitry

 
9783844301663: Value-at-Risk application for equities: The practice of Russian financial institutions
Couverture souple
ISBN 10 : 3844301666 ISBN 13 : 9783844301663
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk.

Biographie de l'auteur

Dmitry Minashkin has MS degree from Moscow State University of Economics, Statistics and Infotrmatics and MBA degree from Maastricht School of Management. He has over 5 years of work experience in banking industry and is currently in charge of market risk management in Russian Sviaz-bank. He was awarded the Professional Risk Manager title by PRMIA.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3844301666
ISBN 13 
9783844301663
Reliure
Broché
Nombre de pages
92
Coordonnées du fabricant
non disponible
Personne responsable
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