Documents VALUE AT RISK. Definition : –The expected maximum loss ( or worst loss ) over a target horizon...

Slide 1VALUE AT RISK Slide 2 Definition : –The expected maximum loss ( or worst loss ) over a target horizon within a given confidence interval Evolved through the requirements…

Documents RISK VALUATION. Risk can be valued using : Derivatives Valuation –Using valuation method –Value....

Slide 1 RISK VALUATION Slide 2 Risk can be valued using : Derivatives Valuation –Using valuation method –Value the gain Risk Management Valuation –Using statistical…