VAR – Value at Risk

VAR – Value at Risk

• Summary: Value-at-risk has received a great deal of attention in recent years as an effective risk management concept.
• This session examines the basics, including:
  • What is it and how does it work?
  • How much and how is it being used?
  • What are the pros and cons relative to other risk management techniques?
  • What are the likely implications for pension plan funding and investments?

1998 – SOA – Introduction To Value-At-Risk, Society of Actuaries – 26p

• 1998 – SOA – Subjective Value at Risk, by Glyn Holton, rrn9810 – Society of Actuaries – 32p