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Bardia Nadjmabadi

Consultant for Financial Risk Management, KPMG
Read more about VaR and CFaR: Two Ways of Measuring Risk in the Corporate World
1 March 2012
Article

VaR and CFaR: Two Ways of Measuring Risk in the Corporate World

VaR and CFaR: Two Ways of Measuring Risk in the Corporate World by Bardia Nadjmabadi, Consultant for Financial risk management, KPMG The risk measure Value-at-Risk (VaR) was designed to measure market risk for use in financial institutions. It can be regarded as a market standard for risk measurement. Its popularity in the market is based […]