Challlenging times for VAR : Basel II

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<title>Challlenging times for VAR</title>
<subTitle>: Basel II</subTitle>
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<abstract displayLabel="Summary">With the release of three new consultation papers in January, the Basel Committee has come up with its most ambitious plans yet for tackling the challenges presented by the financial crisis. But its proposal to overhaul VAR models is coming in for some fierce criticism</abstract>
<note type="statement of responsibility">John Ferry</note>
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<topic>Basilea II</topic>
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<topic>Crisis financiera</topic>
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<topic>Cambio estratégico</topic>
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<topic>Valoración de riesgos</topic>
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<topic>Riesgo financiero</topic>
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<topic>Supervisión financiera</topic>
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<topic>Banca</topic>
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<topic>Gestión de crisis</topic>
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<title>Risk : risk management, derivatives, structured products</title>
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<publisher>Southwick, West Sussex : Incisive Financial Publishing, 2007-</publisher>
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<identifier type="issn">0952-8776</identifier>
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<text>15/03/2009 Tomo 22 Número 3  - 2009, p. 25-27</text>
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