""Value at Risk (VaR"" — Epstein Files Search

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14 results for “"Value at Risk (VaR"”

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EFTA00316714Set 9

2009-02-27347p119,473w

models used to assess risk and hedge investments, such as the models measuring Value at Risk ("VaR"), described at paragraphs 115 to 117 below. b. Bear Stearns' Valuation Models Were ... banks, they are required to set aside capital to cover market risk. 115. Value at Risk ("VaR") is one method of quantifying market risk. It is defined as the maximum ... determine the regulatory capital for their broker-dealers by means of approved Value at Risk ("VaR") models. This will better align capital requirements with the true risks of the securities

https://www.justice.gov/epstein/files/DataSet%209/EFTA00316714.pdf

EFTA01475132Set 10

2015-09-2151p11,994w

this year in response to a sharp equity-market correction. High measures of value at risk (VaR) meant that switching into bonds did not help portfolio managers reduce risk; they ... through looking at a firm's stock price in relation to its earnings. Value at Risk (VaR) is a statistical technique used to measure and quantify the level of financial

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01475132.pdf

EFTA01117081Set 9

Gross MV with Liq.Fig 5 100.00 Fund Value at Risk (VaR)6 Market Value Breakdown 95 % Confidence Level MV (5) MV (% Equity ) Product Type VaR (5) °A. Equity Long Short ... Product Type 5.90 5.44 Long Short Net Gross Long Short Net Gross ndex Value at Risk (VaR) S&P 500 Total

https://www.justice.gov/epstein/files/DataSet%209/EFTA01117081.pdf

EFTA00672576Set 9

2011-12-142p273w

Abandoned Entirely? Many banks are still using the risk measure, known as Value at Risk (VaR), despite its failure leading up to the 2008 financial meltdown. Read the full story

https://www.justice.gov/epstein/files/DataSet%209/EFTA00672576.pdf

EFTA02371654Set 11

2011-12-143p402w

Entirely?=/A> Many banks are still u=ing the risk measure, known as Value at Risk (VaR), despite its failure lea=ing up to the 2008 financial meltdown

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02371654.pdf

EFTA02695624Set 11

2011-12-143p400w

Entirely?=/A> Many banks are still u=ing the risk measure, known as Value at Risk (VaR), despite its failure lea=ing up to the 2008 financial meltdown

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02695624.pdf

EFTA01458002Set 10

multi-decade. Rising VaR may have been linked to a lack example. Value-at-Risk (VaR) limits. These have to be followed of demand and a sharp Increase In yields

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458002.pdf

EFTA01088880Set 9

2013-07-0117p9,766w

certain risk factors. The most obvious and simplistic example is to compare the value at risk (VAR) of the new portfolio with the amount of incremental VAR to the total

https://www.justice.gov/epstein/files/DataSet%209/EFTA01088880.pdf

EFTA01139976Set 9

2013-07-0117p9,769w

certain risk factors. The most obvious and simplistic example is to compare the value at risk (VAR) of the new portfolio with the amount of incremental VAR to the total

https://www.justice.gov/epstein/files/DataSet%209/EFTA01139976.pdf

EFTA00597360Set 9

2013-07-0117p9,766w

certain risk factors. The most obvious and simplistic example is to compare the value at risk (VAR) of the new portfolio with the amount of incremental VAR to the total

https://www.justice.gov/epstein/files/DataSet%209/EFTA00597360.pdf

EFTA01377496Set 10

multi-decade. Rising VaR may have been linked to a lack example. Value-at-Risk (VaR) limits. These have to be followed of demand and a sharp Increase In yields

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01377496.pdf

EFTA01458004Set 10

elsewhere. opportunities in the fall. U.S. high-yield over euro high-yield? Is Value at Risk (VaR) still a useful measure? ® The high weight of energy stocks in U.S. high

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458004.pdf

EFTA01377497Set 10

elsewhere. opportunities in the fall. U.S. high-yield over euro high-yield? Is Value at Risk (VaR) still a useful measure? ® The high weight of energy stocks in U.S. high

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01377497.pdf

EFTA01457963Set 10

elsewhere. opportunities in the fall. U.S. high-yield over euro high-yield? Is Value at Risk (VaR) still a useful measure? ® The high weight of energy stocks in U.S. high

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457963.pdf

Results by Dataset14 total

Set 9

6

Set 10

6

Set 11

2

Corpus: 1990-03-17 – 2025-12-01

February 2009

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