Understanding Market, Credit, and Operational Risk: The Value at Risk Approach

List of Figures. List of Tables. Preface. List of Abbreviations. 1. Introduction to Value at Risk (VaR). 2. Quantifying Volatility in VaR Models. 3. Putting VaR to Work. 4. Extending the VaR Approach to Non--tradable Loans. 5. Extending the VaR Approach to Operational Risk. 6. Applying VaR to Regulatory Models. 7. VaR: Outstanding Issues. Notes. References. Index.