Value-at-Risk (VaR)

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	07/09/2017	Enterprise risk management: a DEA VaR approach in vendor selection	data envelopment analysis (DEA)Enterprise Risk Management No specific risk Risk Management supply chains Tools and Techniques Value-at-Risk (VaR)vendor selection
ERM Resource	10/06/2015	Enterprise Risk Management Through Strategic Allocation of Capital	Benefits of ERM Capital Allocation Enterprise Risk Management (ERM)integrated risk management operational risk portfolio choice Risk appetite Risk Appetite, Risk Capacity and Risk Objectives Risk Optimisation risk prioritization Value-at-Risk (VaR)