July 14, 2020
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Abstract: We measure and evaluate the performance of a number of Value-at-Risk (VaR) methods using a portfolio based on the foreign exchange exposure of a small open economy (Ireland) among its trading partners. The sample period highlights the changing nature of Ireland's exposure to risk over the past decade in the run-up to blogger.com: Don Bredin and Stuart Hyde. FOREX Risk: Measurement and Evaluation using Value-at-Risk Don Bredin* Stuart Hyde† November Abstract In this paper we measure and evaluate the performance of a number of Value-at-Risk (VaR) methods using a portfolio which is based on the foreign exchange exposure of a small open economy (Ireland) among its key trading partners. The most widely advocated approach to have emerged to measure market risk is that of Value-at-Risk (VaR). This methodology was designed in J.P. Morgan to give their chief executive a single figure that would provide a daily summary of the evolving risk of the Banks investment portfolio.

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11/29/ · We measure and evaluate the performance of a number of Value-at-Risk (VaR) methods using a portfolio based on the foreign exchange exposure of a small open economy (Ireland) among its trading partners. The sample period highlights the changing nature of Ireland's exposure to risk over the past decade in the run-up to blogger.com by: FOREX Risk: Measurement and Evaluation Using Value-At-risk. Abstract: We measure and evaluate the performance of a number of Value‐at‐Risk (VaR) methods using a portfolio based on the foreign exchange exposure of a small open economy (Ireland) among its trading partners. The sample period highlights the changing nature of Ireland’s exposure to risk over the past decade in the run‐up to blogger.com by:

Forex Risk: Measurement and Evaluation using Value-at-Risk
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In April Manchester eScholar was replaced by the University of Manchester’s new Research Information Management System, Pure. In the autumn the University’s research outputs will be available to search and browse via a new Research blogger.com by: Abstract: We measure and evaluate the performance of a number of Value-at-Risk (VaR) methods using a portfolio based on the foreign exchange exposure of a small open economy (Ireland) among its trading partners. The sample period highlights the changing nature of Ireland's exposure to risk over the past decade in the run-up to blogger.com: Don Bredin and Stuart Hyde. Search text. Search type Research Explorer Website Staff directory. Alternatively, use our A–Z indexCited by:

FOREX Risk: Measurement and Evaluation Using Value-at-Risk - CORE
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FOREX Risk: Measurement and Evaluation Using Value-at-Risk

In April Manchester eScholar was replaced by the University of Manchester’s new Research Information Management System, Pure. In the autumn the University’s research outputs will be available to search and browse via a new Research blogger.com by: Search text. Search type Research Explorer Website Staff directory. Alternatively, use our A–Z indexCited by: 11/29/ · We measure and evaluate the performance of a number of Value-at-Risk (VaR) methods using a portfolio based on the foreign exchange exposure of a small open economy (Ireland) among its trading partners. The sample period highlights the changing nature of Ireland's exposure to risk over the past decade in the run-up to blogger.com by:

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FOREX Risk: Measurement and Evaluation using Value-at-Risk By (2002)

11/29/ · We measure and evaluate the performance of a number of Value-at-Risk (VaR) methods using a portfolio based on the foreign exchange exposure of a small open economy (Ireland) among its trading partners. The sample period highlights the changing nature of Ireland's exposure to risk over the past decade in the run-up to blogger.com by: In April Manchester eScholar was replaced by the University of Manchester’s new Research Information Management System, Pure. In the autumn the University’s research outputs will be available to search and browse via a new Research blogger.com by: FOREX Risk: Measurement and Evaluation Using Value-At-risk.