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Mar. 18th, 2012 04:41 pm
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Оборотная сторона моделирования в риск-менеджменте: 

The traditional excuse given by many risk manages that “VaR models only measure risk in normal market conditions” or “VaR models make too many wrong assumptions about market or portfolio behavior” or “VaR models are useless” should no longer be taken seriously, and risk managers should be accountable to implement the best possible framework to measure risk, even if it involves introducing subjective judgment into the risk calculations. It is always better to be approximately right than exactly wrong.

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October 2012

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