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  Author:  de Bever, Leo

 
 

Chapter 11

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11
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GARP Member (Non-Affiliate):   US$8.50
 
Affiliate & Non-Member:            US$$10.00

Summary:

This chapter provides useful and pragmatic insight into the implementation of a risk management system at a large pension fund. The Ontario Teachers` Pension Plan Board implemented a VaR system in 1995, and this article highlights the practical issues of such an implementation and the resulting improvements. Practical ... click here for more details.




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GARP Digital Library