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	<title><![CDATA[value at risk Resources | BNET]]></title>
	<link><![CDATA[http://resources.bnet.com/topic/value+at+risk.html]]></link>
	<description><![CDATA[White papers, case studies, business articles, and blog posts relating to value at risk]]></description>
	<s:counts start="0" returned="9" found="9" />
	<language>en-us</language>
	<item>
		<title><![CDATA[Charles Gasparino: SEC Bungles Its New Powers]]></title>
		<link><![CDATA[http://moneywatch.bnet.com/investing/article/charles-gasparino-sec-bungles-its-new-powers/363460/]]></link>
		<description><![CDATA[Although the Securities Exchange Commission slept through the near-annihilation of the financial system, it actually gained massive new regulatory authority in 2004. Trouble is, the agency didn?t know what to do with it. Worse, the SEC simultaneously made risk-taking cheaper for Wall Street and let the investment banks self-monitor their...]]></description>
		<s:doctype><![CDATA[Articles]]></s:doctype>
		<pubDate>Thu, 12 Nov 2009 00:00:00 -0800</pubDate>
		<category domain="http://resources.bnet.com/topic/sec.html"><![CDATA[SEC]]></category>
		<category domain="http://resources.bnet.com/topic/moneywatch.html"><![CDATA[MoneyWatch]]></category>
		<category domain="http://resources.bnet.com/topic/charles+gasparino.html"><![CDATA[Charles Gasparino]]></category>
		<category domain="http://resources.bnet.com/topic/sellout.html"><![CDATA[Sellout]]></category>
		<category domain="http://resources.bnet.com/topic/corporate+communications.html"><![CDATA[Corporate Communications]]></category>
		<category domain="http://resources.bnet.com/topic/asset+management.html"><![CDATA[Asset Management]]></category>
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		<category domain="http://resources.bnet.com/topic/charlie+gasparino.html"><![CDATA[Charlie Gasparino]]></category>
		<category domain="http://resources.bnet.com/topic/the+sellout.html"><![CDATA[The Sellout]]></category>
		<category domain="http://resources.bnet.com/topic/harvey+goldschmid.html"><![CDATA[Harvey Goldschmid]]></category>
		<category domain="http://resources.bnet.com/topic/securities+and+exchange+commission.html"><![CDATA[Securities and Exchange Commission]]></category>
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		<category domain="http://resources.bnet.com/topic/var.html"><![CDATA[VaR]]></category>
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		<category domain="http://resources.bnet.com/topic/glass-steagall.html"><![CDATA[Glass-Steagall]]></category>
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	<item>
		<title><![CDATA[Capital Rules Eased for NYSE Specialist Firms]]></title>
		<link><![CDATA[http://findarticles.com/p/articles/mi_km2928/is_200609/ai_n16913360]]></link>
		<description><![CDATA[It's easier now for a Big Board specialist firm to get hitched. That's because the New York Stock Exchange Group's specialist "marriage penalty" capital requirement was just eliminated under a rule change approved by the Securities and Exchange Commission It's easier now for a Big Board specialist firm to get...]]></description>
		<s:doctype><![CDATA[Research articles]]></s:doctype>
		<pubDate>Fri, 01 Sep 2006 00:00:00 -0700</pubDate>
		<category domain="http://resources.bnet.com/topic/nyse+euronext.html"><![CDATA[NYSE Euronext]]></category>
		<category domain="http://resources.bnet.com/topic/value+at+risk.html"><![CDATA[Value at Risk]]></category>
	</item>
	<item>
		<title><![CDATA[The International CAPM and a Wavelet-Based Decomposition of Value at Risk]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=259391]]></link>
		<description><![CDATA[In this paper, the authors formulate a time-scale decomposition of an international version of the CAPM that accounts for both market and exchange-rate risk. In addition, an analytical formula is derived for time-scale value at risk and marginal Value at Risk VaR of a portfolio. The methodology is applied to...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Mon, 01 May 2006 00:00:00 -0700</pubDate>
		<category domain="http://resources.bnet.com/topic/value+at+risk.html"><![CDATA[Value At Risk]]></category>
		<category domain="http://resources.bnet.com/topic/national+bureau+of+economic+research.html"><![CDATA[National Bureau Of Economic Research]]></category>
		<category domain="http://resources.bnet.com/topic/decomposition.html"><![CDATA[Decomposition]]></category>
		<category domain="http://resources.bnet.com/topic/investment.html"><![CDATA[Investment]]></category>
		<category domain="http://resources.bnet.com/topic/finance.html"><![CDATA[Finance]]></category>
	</item>
	<item>
		<title><![CDATA[Introduction to Value at Risk (VAR) - Part 2 of 2]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=109969]]></link>
		<description><![CDATA[This article discusses on the information regarding Risk Management. Value at Risk VAR or VaR is a special type of downside risk measure. Rather than produce a single statistic or express absolute certainty, it makes a probabilistic estimate. With a given confidence level, it asks, "What is the maximum expected...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Wed, 13 Oct 2004 00:00:00 -0700</pubDate>
		<category domain="http://resources.bnet.com/topic/value+at+risk.html"><![CDATA[Value At Risk]]></category>
		<category domain="http://resources.bnet.com/topic/investopedia.html"><![CDATA[Investopedia]]></category>
		<category domain="http://resources.bnet.com/topic/investment.html"><![CDATA[Investment]]></category>
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	<item>
		<title><![CDATA[Introduction to Value at Risk (VAR) - Part 1 of 2]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=109970]]></link>
		<description><![CDATA[This article elaborates information on Risk Management. VAR or sometimes VaR) has been called the "new science" of risk management, but you do not need to be a scientist to use VAR. The most popular and traditional measure of risk is volatility. The main problem with volatility, however, is that...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Wed, 29 Sep 2004 00:00:00 -0700</pubDate>
		<category domain="http://resources.bnet.com/topic/value+at+risk.html"><![CDATA[Value At Risk]]></category>
		<category domain="http://resources.bnet.com/topic/investopedia.html"><![CDATA[Investopedia]]></category>
		<category domain="http://resources.bnet.com/topic/investment.html"><![CDATA[Investment]]></category>
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	<item>
		<title><![CDATA[Value at Risk: A Methodology for Information Security Risk Assessment]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=167558]]></link>
		<description><![CDATA[This paper presents Value at Risk VAR, a new methodology for Information Security Risk Assessment. VAR summarizes the worst loss due to a security breach over a target horizon, with a given level of confidence. More formally, VAR describes the quantile of the projected distribution of losses over a given...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Wed, 15 Aug 2001 00:00:00 -0700</pubDate>
		<category domain="http://resources.bnet.com/topic/information+security.html"><![CDATA[Information Security]]></category>
		<category domain="http://resources.bnet.com/topic/value+at+risk.html"><![CDATA[Value At Risk]]></category>
		<category domain="http://resources.bnet.com/topic/investment.html"><![CDATA[Investment]]></category>
		<category domain="http://resources.bnet.com/topic/finance.html"><![CDATA[Finance]]></category>
	</item>
	<item>
		<title><![CDATA[Improving Grid-Based Methods For Estimating Value At Risk Of Fixed-Income Portfolios]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=74484]]></link>
		<description><![CDATA[Article discusses a discrete grid method for simplifying the computation of Value at Risk VaR for fixed-income portfolios provided by Jamshidian and Zhu. The method relies on two simplifications. First, the value of fixed income instruments is modeled as depending on a small number of risk factors chosen using principal...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Thu, 23 Mar 2000 00:00:00 -0800</pubDate>
		<category domain="http://resources.bnet.com/topic/value+at+risk.html"><![CDATA[Value At Risk]]></category>
		<category domain="http://resources.bnet.com/topic/investment.html"><![CDATA[Investment]]></category>
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		<category domain="http://resources.bnet.com/topic/business+operations.html"><![CDATA[Business Operations]]></category>
		<category domain="http://resources.bnet.com/topic/corporate+law.html"><![CDATA[Corporate Law]]></category>
	</item>
	<item>
		<title><![CDATA[VAR GETS PASSING GRADE FROM GE PENSION EXECS; EMERGING MARKETS ASIDE, RISK TOOL HAS `WORKED WELL' OVERALL.]]></title>
		<link><![CDATA[http://findarticles.com/p/articles/mi_hb5266/is_199902/ai_n20439426]]></link>
		<description><![CDATA[STAMFORD, Conn. -- GE Investments pension executives gave value at  risk a passing grade for its performance during 1998's volatile  markets, although VAR didn't meet expectations regarding emerging  markets investments.    GE has used value at risk as   STAMFORD, Conn. -- GE Investments...]]></description>
		<s:doctype><![CDATA[Research articles]]></s:doctype>
		<pubDate>Mon, 08 Feb 1999 00:00:00 -0800</pubDate>
		<category domain="http://resources.bnet.com/topic/general+electric+co..html"><![CDATA[General Electric Co.]]></category>
		<category domain="http://resources.bnet.com/topic/value-added+reseller.html"><![CDATA[value-added reseller]]></category>
		<category domain="http://resources.bnet.com/topic/value+at+risk.html"><![CDATA[Value at Risk]]></category>
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		<category domain="http://rss.financialcontent.com/stocksymbol">GE</category>
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		<title><![CDATA[INVESTORS LOOK AT RISK, RE-EVALUATE PRACTICES: MOST SAY VAR MEASURES REMAIN VALUABLE.]]></title>
		<link><![CDATA[http://findarticles.com/p/articles/mi_hb5266/is_199812/ai_n20435786]]></link>
		<description><![CDATA[Market turmoil in August and September led some institutional  investors to re-evaluate and update their risk management practices,  especially value at risk.    Value at risk might have been getting too much emphasis at the  expense of stress testing a  Market turmoil in August...]]></description>
		<s:doctype><![CDATA[Research articles]]></s:doctype>
		<pubDate>Mon, 14 Dec 1998 00:00:00 -0800</pubDate>
		<category domain="http://resources.bnet.com/topic/general+electric+co..html"><![CDATA[General Electric Co.]]></category>
		<category domain="http://resources.bnet.com/topic/risk+management.html"><![CDATA[risk management]]></category>
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		<category domain="http://rss.financialcontent.com/stocksymbol">GE</category>
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