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

Minashkin, Dmitry

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

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3844301666
ISBN 13 
9783844301663
Einband
Taschenbuch
Anzahl der Seiten
92
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
JustFiction Edition
customerservice@vdm-vsg.de

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