Basel and Value at Risk
Analytical Reading and Writing
August 10, 2017Law econ
August 10, 2017Basel and Value at Risk
Explain in your own words what is ‘Value at Risk’? Basle recommends using Value at Risk to measure varied risks. Using an assumed example, show how this concept helps financial institutions manage interest rate risk? What are its uses and advantages? What are its limitations? How reliable is this measure?
