Shepherd, Bill
June 2004
Investment Dealers' Digest;6/7/2004, Vol. 70 Issue 23, p24
Trade Publication
Discusses the reliability of the statistical tool value at risk (VAR) to measure investment banks' exposure to market risks. Increasing attention on VAR as Wall Street's investment banks turn themselves into trading machines; Buildup of risks inside trading banks; Market risks taken by UBS in the first quarter of 2004; VAR as mathematical model. INSET: The VAR Effect.


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