Value at Risk at Stock Exchange - Printable Version +- Accountancy Forum (https://www.accountancy.com.pk/forum) +-- Forum: The Profession (https://www.accountancy.com.pk/forum/forum-the-profession) +--- Forum: Accounting and Audit (https://www.accountancy.com.pk/forum/forum-accounting-and-audit) +--- Thread: Value at Risk at Stock Exchange (/thread-value-at-risk-at-stock-exchange)

Value at Risk at Stock Exchange - Waqas Abbasi - 03-01-2007 I am doing MS in finance; I have assignment to write a report on “Value at Risk as Risk management System in Stock exchange”. Security and exchange commission has proposed Value at Risk as new measurement of Risk Management at Stock exchanges. Members of stock exchanges, especially those who target the retail clients and generally handle highly speculative trades fear that the new Risk Management System (RMS) will ask for a much higher exposure margin that cannot be passed on to their client. I did not find related articles on Internet. If you have access to any thing related to this topic, please forward it to me. Regards