On the use of value at risk for managing foreign-exchange exposure in large portfolios

Keyphrases

• Large Portfolio 100%
• Risk Management 100%
• Conditional Value at Risk 100%
• Foreign Exchange Exposure 100%
• Foreign Exchange Risk 100%
• Risk Management Practices 75%
• Foreign Exchange 75%
• Measure Controls 50%
• Proprietary Trading 50%
• Measurement Management 50%
• Active Investing 50%
• Investment Position 50%
• Market Risk 25%
• Politicians 25%
• Developing Economies 25%
• Design Methodology 25%
• Optimization Techniques 25%
• Specific Needs 25%
• Management Literature 25%
• Real-world Examples 25%
• Asset Allocation 25%
• Matrix Algebra 25%
• Risk Limit 25%
• Illiquidity 25%
• Risk Exposure 25%
• Emerging Economies 25%
• Asset Management 25%
• Financial Entities 25%
• Management Operations 25%
• Emerging Stock Markets 25%
• Risk Control 25%
• Management Rule 25%
• Management Objectives 25%
• Value Concept 25%
• Investment Portfolio 25%
• Risk Parameters 25%
• Value-at-risk Model 25%
• Market Risk Assessment 25%
• Short Position 25%
• Constructive Approach 25%
• Day Trading 25%
• Risk-based Approach 25%
• Practical Procedures 25%
• Market Risk Management 25%
• Economic Concepts 25%
• Multi-currency 25%
• Value-at-risk Estimation 25%
• Developed Financial Market 25%
• Practical Risks 25%

Social Sciences

• Value at Risk 100%
• Foreign Exchange 100%
• Risk Management 50%
• Case Study 10%
• Financial Market 10%
• Management Operations 10%
• Asset Management 10%

Economics, Econometrics and Finance

• Foreign Exchange 100%
• Risk Management 50%
• Financial Market 10%
• Portfolio Selection 10%
• Emerging Economies 10%
• Business Process Management 10%
• Speculation 10%