International Research Journal of Commerce , Arts and Science

 ( Online- ISSN 2319 - 9202 )     New DOI : 10.32804/CASIRJ

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“VALUE AT RISK”: VARIOUS MODELS AND ITS APPLICATIONS

    1 Author(s):  SUMANT KUMAR

Vol -  10, Issue- 4 ,         Page(s) : 141 - 148  (2019 ) DOI : https://doi.org/10.32804/CASIRJ

Abstract

“Value at Risk” has been one of the prime tools for measurement of risk since its inception. Fundamental building blocks of VaR model have been identified and different combinations of components have been applied in the Indian context. Along with simple VaR model, some complicated VaR models have also been back tested in Indian Scenario.

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