Explore VaR implementation in the Chinese Bank Context and Risk Management Officers' Understanding

This dissertation aims to explore the feasibility and validity of implementing Value-at-Risk (VaR) in the Chinese bank context and Risk Management Officers understanding, perception and values by the method of participant observation, interviews and questionnaires. As the existing literature indicat...

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Bibliographic Details
Main Author: Zhou, Mo
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Online Access:https://eprints.nottingham.ac.uk/20735/