Using Value at Risk method to estimate Retail derivatives risks
| Authors | |
|---|---|
| Year of publication | 2007 |
| Type | Article in Proceedings |
| Conference | MendelNet 2007 Evropská vědecká konference posluchačů doktorského studia |
| MU Faculty or unit | |
| Citation | |
| Web | http://pef.mendelu.cz/mendelnet |
| Field | Economy |
| Keywords | Retail derivatives Value At Risk risks Derivate Forum Deutsche Bank. |
| Description | This article shows usage of Value at Risk method to estimate the risks. In the first part there is the general introduction of Value at Risk methods. In the next part historical method is applied on retail derivatives. At the end there is real-life example showing the use of Value at Risk method. |