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Developing Dollars-at-Risk Limits
Developing Dollars-at-Risk Limits This session from the 1995 SOA Boston Meeting covers the dollars-at-risk, or value at risk, system for risk management in the banking industry and the ...- Authors: Cindy L Forbes, Richard Harris, Fidelia Chen, Glyn A Holton
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments
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Risks and Rewards Newsletter, October 1998, Issue No. 31
Risks and Rewards Newsletter, October 1998, Issue No. 31 Full version of Risks and Rewards Newsletter, October 1998, Issue No. 31. 26237 10/1/1998 12:00:00 AM ...- Authors: Nino A Boezio, Daniel Case, Victor Modugno, Shirley Hwei-Chung Shao, Glyn A Holton, Zain Mohey-Deen, Anthony Dardis, Edwin A Martin, HEATHER NORTH ROYER, Patrick Reinkemeyer, Timothy Cogley, Vinod Chandrashekaran, Andrew Berry
- Date: Oct 1998
- Publication Name: Risks & Rewards
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The Financial Reporter
The Financial Reporter Full version of The Financial Reporter, Number 39, May 1999. 25547 5/1/1999 12:00:00 AM ...- Authors: David N Becker, Thomas Campbell, Harold Forbes, Larry M Gorski, G Mitchell, Stephen N Patzman, Edward Robbins, Hans J Wagner, Glyn A Holton, Cecilia Green
- Date: May 1999
- Publication Name: The Financial Reporter
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Value-at-Risk—an OverviewPart Two of Two
Value-at-Risk—an OverviewPart Two of Two Value-at-Risk—an Overview Part Two of Two by Glyn Holton from The Financial Reporter, May 1999, Issue No. 39. Monte Carlo simulation;Scenario generation= ...- Authors: Glyn A Holton
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Subjective Value at Risk
Subjective Value at Risk This article provides an analysis of Value at Risk VAR and its advantages and limitations as a tool for assessing and quantifying market risk. The article originally ...- Authors: Glyn A Holton
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Value at risk - Finance & Investments