... in the cooperative. © Emerald Group Publishing Limited 2007 Cooperative Expected utility Futures Options Risk management Value‐at‐risk ...

... of overcapitalization in the System. Agriculture Capital adequacy Credit risk models Economic capital Portfolio risk analysis Value‐at‐risk Application of Credit Risk Models to Agricultural Lending Lyubov Zech and Glenn Pederson Abstract A credit risk model suitable for agricultural lenders is identified...

...Martin Odening; Jan Hinrichs This study examines problems that may occur when conventional Value‐at‐Risk (VaR) estimators are used to quantify market risks in an agricultural context. For example, standard VaR methods, such as the variance‐covariance method or historical simulation, can fail when...