Bardia Nadjmabadi
Consultant for Financial Risk Management, KPMG,
Articles
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...
