Menu

Why Risk is so Hard to Measure

Financial institutions have traditionally used VaR and expected shortfall to analyze risk. But do these standard techniques actually work, and, if so, which one provides more accurate and reliable risk forecasts? Jon Danielsson and Chen Zhou offer a comprehensive breakdown.

November 29, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals