Market Risk Management for China's Banking Industry:
Evaluation of Value-at-Risk Approaches

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Market Risk Management for China's Banking Industry: Evaluation of Value-at-Risk Approaches

Due to the rapid growth of the increasingly complex trading activities at large commercial banks and the numerous instances of financial market instability, there is a growing concern of risk management throughout the banking industry. One widely adopted technique to manage risk involves the use of...

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Bibliographic Details
Main Author:	Che, Xiaoying
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	Value at Risk
Online Access:	https://eprints.nottingham.ac.uk/20204/

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