TY  - ADVS
AU  - Hong,KiHoon Jimmy
TI  - Conditional Value at Risk (CoVAR)
T2  - Quantitative financial risk management : fundamentals, models and techniques,
PY  - 2010///
CY  - London
PB  - Henry Stewart Talks
KW  - Asset-liability management
KW  - Financial risk management
N1  - Animated audio-visual presentation with synchronized narration; Title from title frames; Contents: Value at Risk failure -- Systemic Risk -- Need of Conditional Value at Risk -- Properties -- Endogeneity of Systemic Risk -- Tail Dependence Measure -- Estimation Method: Quantile Regression -- Contribution to Systemic Risk -- VaR vs CoVaR -- Capital Requirement Implication -- Costs of CoVaR -- Advantages of CoVaR; Access restricted to subscribers
UR  - https://hstalks.com/bm/1773/
UR  - https://hstalks.com/bm/p/5/
ER  -