MARKET RISK ASSESSMENT USING EXPECTED TAIL LOST (ETL) – PECULIARITIES AND APPLICATION

Authors

  • Sergey Radukanov D. A. Tsenov Academy of Economics – Svishtov

Keywords:

market risk, value at risk, returns, single asset

Abstract

Measuring market risk is explained by using Expected Tail Lost in the article. Its advantages, disadvantages and range of application are pointed out. The basic calculation stages are emphasized in MS EXCEL. Market risk measurement is carried out towards the shares of the company General Motors Company (GM).

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http://bnb.bg/

https://finance.yahoo.com/

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Issue

Vol. 6 No. 5 (2017): New knowledge Journal of science Jubilee Edition

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Articles

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