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What is Value at Risk (VaR)

Chapter 2
Maintaining Financial Stability in Times of Risk and Uncertainty
VaR is a measure of how much money the bank might lose over a period of time in the future. It provides standardized measure of market risks and estimate better the risk/return profile of individual assets or asset classes.
Published in Chapter:
Maintaining Financial Stability in the Banking Sector: The Case of Turkey
Meltem Gurunlu (Istanbul Arel University, Turkey)
Copyright: © 2019 |Pages: 19
DOI: 10.4018/978-1-5225-7208-4.ch002
Abstract
Maintaining financial stability in the banking sector through a well-functioning risk management system is a strategic approach in today's global world where the risks have become much more diversified than ever. This chapter was undertaken in order to investigate the risk management topic by focusing on the experiences learned from the banking crises up-to-date and implications of the Basel Accords which outlined capital adequacy standards to prevent such crises. With paying special attention to the case of Turkish banking system, main challenges and possible solutions are also discussed.
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Chapter 29
Grid Service Level Agreements Using Financial Risk Analysis Techniques
A widely used measurement of expected losses at a given confidence, for example the largest potential loss in the worst situation over a specific time horizon.
Published in Chapter: Grid Service Level Agreements Using Financial Risk Analysis Techniques; From: Handbook of Research on P2P and Grid Systems for Service-Oriented Computing: Models, Methodologies and Applications
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Chapter 187
Risk and Risk Aversion in Supply Chain Management
A risk assessment technique which measures the maximum loss, at a given level of confidence, for holding a set of assets for a specific period of time.
Published in Chapter: Risk and Risk Aversion in Supply Chain Management; From: Encyclopedia of Business Analytics and Optimization
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