Viewing Risk Measures as Information

Details Viewing Risk Measures as Information Viewing Risk Measures as Information

2011-11-18

arxiv.org/abs/1111.4417v1

Economy

Quantitative Finance

Risk Management

14 pages, 9 figures

Scientific paper

Regulation and risk management in banks depend on underlying risk measures. In general this is the only purpose that is seen for risk measures. In this paper we suggest that the reporting of risk measures can be used to determine the loss distribution function for a financial entity. We demonstrate that a lack of sufficient information can lead to ambiguous risk situations. We give examples, showing the need for the reporting of multiple risk measures in order to determine a bank's loss distribution. We conclude by suggesting a regulatory requirement of multiple risk measures being reported by banks, giving specific recommendations.

Affiliated with

Also associated with

No associations

Rating

Viewing Risk Measures as Information does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Viewing Risk Measures as Information, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Viewing Risk Measures as Information will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-549778