Measuring the risk of an Iranian banking system using Value at Risk (VaR) Model
Measuring risk of financial institutes and banks plays an important role on managing them. Recent financial turmoil in United States banking system has motivated banking industry to monitor risk factors more closely. In this paper, we present an empirical study to measure the risk of some private ba...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2012-10-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol2/msl_2012_213.pdf |