The concept of value at risk (VaR) and risk regulatory in Montenegro
The concept of value at risk (Value at Risk - VaR) is a measure that is increasingly used for assessing the level of exposure of financial markets’ participants. The aim of this concept, which has begun to prevail in the world of risk management since 1994, is estimation of the maximum loss of fina...
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| Format: | Article |
| Language: | English |
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University of Banja Luka, Faculty of Economics
2014-07-01
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| Series: | Acta Economica |
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| Online Access: | http://ae.ef.unibl.org/index.php/AE/article/view/77 |