... at: jbabbink@hotmail.com © Emerald Group Publishing Limited 2011 Value analysis Financial performance Corporate finances Stress test Value at risk Hollywood makes a good living from our delight in catastrophe, and the challenges of risk management seem to invite speculation about doomsday...

...). If the distributions are the same, then the plot will lie on a straight line. If variations exist (such as fat tails or skewness), then they will not be collinear. Skewness Value analysis Probability calculations Stock prices Returns History has shown that billions of dollars can be lost in a short...

... seven VaR estimation models: Alex Yi‐Hou Huang can be contacted at: huang@saturn.yzu.edu.tw © Emerald Group Publishing Limited 2009 Value analysis Risk analysis Equity capital Emerging markets Value at risk (VaR) has become a major tool of risk management in recent years. Since...

...‐if” modeling of candidate traders; and measuring and monitoring market risk. Andrey Rogachev can be contacted at: andrey.rogachev@roche.com © Emerald Group Publishing Limited 2007 Value analysis Banks Risk analysis Asset management Financial risk Switzerland Since Value‐at‐Risk...