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An Integrated Risk Management Method: VaR Approach
Hailiang Yang
The University of Hong Kong
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peer-review
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Economics, Econometrics and Finance
Credit
50%
Credit Rating
50%
Financial Instrument
50%
Markov Chain
50%
Risk Management
100%
Mathematics
Credit Risk
33%
Market Risk
66%
Markov Chain
33%
Value at Risk
100%