Question:

How VAR is used in performance measurement and risk management system in banks?

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Would you please give me a hint because this is a past paper exam question...

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2 ANSWERS


  1. See "Measuring value at risk in banking" by Aisha Qamar, available online at http://www.dawn.com/2005/03/21/ebr11.htm

    Another good cite for your paper is http://www.amazon.com/Risk-Management-Sh...

    Good luck!


  2. Just Google it, there are tons of stuff on it.

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