17
A Review of Market Risk Measures and Computation Techniques
17.2 Market Risk, Portfolio Value and Returns
17.3 Market Risk Factors and Portfolio Value
17.4 Major Market Risk Measures and Their Computation Methods
17.5 Backtesting of Market Risk Computation Methods
17.1 Introduction
Market risk is a major concern for all types of traders and investors. This chapter concisely presents the widely used risk measures and the way they are implemented, particularly in the banking industry. Market risk refers to the ...
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