The Var Implementation Handbook Chapter 18 Risk Managing The Uncertainty In Var Model Parameters
var risk managementmodel parameter uncertaintyvalue at risk implementationfinancial risk mitigationvar model calibration
Chapter 18 of The Var Implementation Handbook provides essential guidance on risk managing the inherent uncertainty in Value at Risk (VAR) model parameters. This section delves into strategies for robust VAR model calibration, ensuring more reliable financial risk mitigation and effective value at risk implementation practices.