To read the full version of this content please select one of the options below:

Modelling for the future

Andy Winterton (European head of the strategic risk management advisory team at Bank One)

Balance Sheet

ISSN: 0965-7967

Article publication date: 1 February 2000

Abstract

Discusses business risk modelling and how it has changed from its earlier days and its, then, less complexity. Looks at the concept of value‐at‐risk (VAR) and develops its impact on financial institutions and further examines thoroughly all the variants of VAR. Examines VAR for both corporates and business risk modelling, and presents the results from data collected with the use of a table and figure to emphasize the results in toto. Sums up that VAR adds value to risk management and emphasizes that it is a very powerful technique and a useful addition to every corporate treasurer.

Keywords

Citation

Winterton, A. (2000), "Modelling for the future", Balance Sheet, Vol. 8 No. 1, pp. 11-14. https://doi.org/10.1108/09657960010338391

Publisher

:

MCB UP Ltd

Copyright © 2000, MCB UP Limited