PPT-Value at Risk: Market Risk Models

Han Zhang Director Head of Market Risk Analytics Corporate Market and Institutional Risk August 23 2013 University of North Carolina at Charlotte Value at Risk What is VaR In its most general form the Value at Risk measures the potential loss in value of a risky asset or portfolio over a defined period for a given confidence interval. he year Design Value s based on the average of a 3 year period which includes the selected year plus the two prior years Also displayed is the following informat on for each year the umber of Complete Quarters for that year the 99 th Percentil samp value value value value value value Year Year Year Year Year Year Deflated final value 100 100 100 value Year 3 Year Year Year value STD Annual real growth rate 100 100 value value Year Year Year Average annual percentage growth rate 100 value The surge of automobile production is slated as one of the predominant factors linked with environmental deterioration.The rising popularity of engine downsizing is pushing the growth of automotive turbochargers market. Superabsorbent polymers have perceived increased penetration in the medical sector, with rapid technological developments, and significant funding from investors to research facilities for developing high performance products. Prospects of the isopropanol market will remain modest, as the industry matures and witnesses confinements in innovations & developments. The PBT marketplace continues to witness introduction of new polymer formulations or innovative integration of PBT with other materials. Worldwide sales of lithium-ion battery pack were valued at US$ 115 Bn in 2018, with demand upheld by the advent of disruptive technologies such as smart grid storage, electric vehicles, data centers, and others. The polyphenylene sulfide (PPS) resins market is thoroughly studied in terms production, consumption and application-wise utilization. Advanced ceramics market place is fragmented with the stronghold of mid- and small-sized as well as emerging market players. The bridge cable sockets market is likely to be driven by the burgeoning demand for sophisticated infrastructure in developed and developing economies. Growing awareness about the lower costs of HVAC systems operations in addition to the improving efficacy of the products is causing a widespread adoption of HVAC systems in residential as well as commercial buildings. Conformal coating manufacturers are increasingly marketing their products as ways to enhance the performance of PCBs. Resurgent sales of automobiles around the world after the recession of 2008 was a vital factor which bolstered automotive seats market growth. kindly visit us at www.nexancourse.com. Prepare your certification exams with real time Certification Questions & Answers verified by experienced professionals! We make your certification journey easier as we provide you learning materials to help you to pass your exams from the first try.