Portfolio Risk Management Essay by Neatwriter

Portfolio Risk Management
A discussion of portfolio risk management techniques used by risk managers.
# 61588 | 1,322 words | 8 sources | MLA | 2005 | US

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This paper discusses and analyzes portfolio risk management techniques such as performance analysis, value-at-risk models, stress testing, Monte Carlo simulation and heuristic controls. Included in the discussion of each technique is a look at their strength and weaknesses.

Table of Contents
Performance Analysis
Value-at-Risk (VaR) Model
Stress Testing
Monte Carlo Simulation
Heuristic Controls

From the Paper:

"In today's competitive banking environment, an important challenge is to ensure adequate diversification of revenue sources across products, market segments and market and credit risks (Sturzinger). Banks must assess their risk appetite and risk capacity as basic components of the budgeting and planning processes and identify their vulnerabilities through risk management techniques."

Cite this Essay:

APA Format

Portfolio Risk Management (2005, October 16) Retrieved June 16, 2019, from https://www.academon.com/essay/portfolio-risk-management-61588/

MLA Format

"Portfolio Risk Management" 16 October 2005. Web. 16 June. 2019. <https://www.academon.com/essay/portfolio-risk-management-61588/>