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All About Value at Risk (VaR)

All about Value at Risk (VaR) is a wonderful resource for those interested in this form of risk management assessment. Created by Barry Schacter, the head of Enterprise Risk Management for Caxton Corporation, this site is a clearinghouse for VaR resources including information on various forms of RiskMatrics, a vast collection of published and working papers on VaR, and links to regulatory materials from international organizations such as the Basel Committee on Banking Supervision and the International Organization of Securities Commissions, as well as from the US, Austria, Canada, Australia, the UK, and Hong Kong. Interested users may also register for a free VaR weekly electronic newsletter.
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Data Type
Scout Publication
Date of Scout Publication 2000-03-23
Archived Scout Publication URL

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