Value at Risk

【文件属性】：

文件名称：Value at Risk

文件大小：16.09MB

文件格式：PDF

更新时间：2017-06-07 04:23:18

var

Regulators base the capital they require banks to keep on VaR,Under Basel II, capital for credit risk and operational risk is based on a one-year 99.9% VaR