Sentence examples for var measure from inspiring English sources

The models devised by the maths gurus were not just unlikely to work, he argues, they also gave bankers a false sense of security, leading them to take more risks.Mr Triana compares one widely used system, the value at risk (VAR) measure, to a passenger airbag that works 95% of the time; unfortunately the other 5% includes the time when the driver has an accident.

Our primary contribution is to introduce a new solution methodology that adopts the mean variance approach, borrowed from the finance literature, to optimize the "Value-at-Risk" (VaR) measure in a location problem.

Risk-adjusted performance (RAP) measurement is the key area in which VaR measures can provide a fundamental contribution to a bank's decision processes.

Mr Merton's solution is for companies to include something similar to the banks' value-at-risk (VAR) measures in their accounts, which would make investors aware of the potential for big shifts in a firm's net assets.

It is a bit like "asking a plough horse to gallop on a racetrack," he says.In particular, he believes that users of accounts want them to highlight risks, and he thinks that they should include something similar to banks' value-at-risk (VAR) measures, which show the amount of money that a bank could lose from its trading at any moment in time.

Figure 2 presents the behavior of the auction insurance fund where VaR measures the risk.

We study the behavior of a financial institution subject to capital requirements based on self-reported VaR measures, as in the Basel Committee's Internal Models Approach.

In this paper, we propose VaR measures based on a two-limit type Tobit model incorporating Scholes and Williams' [Scholes, M., & Williams, J. (1977).

Our analysis showed substantial improvements in claims management when tail value at risk measures were used instead of conventional VaR measures.

–The lack of any disciplining mechanism represents an incentive for large players to engage in risky trading activities with value-at-risk (VaR) measures back at record levels in Q2 2009 for the top five banks, with $1.04 billion at risk to be lost at any given trading day, according to press reports.

The results for MEAN and VAR measures are shown in Figures 4 and 5, respectively.