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Statistics Seminar:: Rapid Detection of Bias in Forecasts of Financial Risk
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Banking and insurance regulators, portfolio managers, corporate finance officers and others charged with the oversight or management of financial risk rely on daily forecasts of financial risk, such as Value-at-Risk (VaR). Financial risk may be characterized in many ways, all fundamentally related to the distribution of the gain over some time horizon, where a loss is represented as a negative gain. The value-at-risk measure simplifies the complex matter of financial risk characterization into a statement of the following form:
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- Workflow Status: Published
- Created By: Barbara Christopher
- Created: 10/08/2010
- Modified By: Fletcher Moore
- Modified: 10/07/2016
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