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The Value at Risk (VaR) is a very important risk measure for practitioners, supervisors and researchers. Many practitioners draw on VaR as a critical instrument in Risk Management and other Actuarial/Financial problems, while supervisors and regulators must deal with VaR due to the Basel Accords and Solvency II, among other reasons. From a theoretical point of view VaR presents some drawbacks overcome...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.