Global custodians get the VAR call
Article Abstract:
Value-at-risk, an analytical tool used to evaluate portfolio risk, are now being used by corporate plan sponsors in their attempt to find better means to assess risk. However, the credibility of VAR and the global custodians, to whom plan sponsors depend on to keep track of its portfolio, is still in question. In trying VAR, plan sponsors must know if their internal system can supply the needed data and whether it has the internal MIS, research and analytical expertise to bring it on-line. They must also prepare internal clients for the launching of VAR.
Publication Name: Treasury & Risk Management
Subject: Business
ISSN: 1067-0432
Year: 1997
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Catching up
Article Abstract:
Value-at-risk modeling's increasing popularity among firms has paved the way for software providers to shift the focus of their products. Compared to early products which were used by financial institutions on their daily trading exposures, newest forms of VAR products are used to assess the generally long-term exposure of firms. Its use among firms is expected to rise further with the implementation of new reporting and disclosure requirements which were created by the Financial Accounting Standards Board and Securities and Exchange Commission.
Publication Name: Treasury & Risk Management
Subject: Business
ISSN: 1067-0432
Year: 1999
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133 help on the Web
Article Abstract:
A description is presented of the assistance available on the Internet for companies needing help with Financial Accounting Standards Board Statement 133, concerning derivatives and hedging.
Publication Name: Treasury & Risk Management
Subject: Business
ISSN: 1067-0432
Year: 2000
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