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Linear model formulation of rating methodology practiced by Indian credit rating agencies
(Indian Institute of Management Ahmedabad, 2002)
Abstract
An objectve rating system as adopted by international rating agencies holds the key to providing inputs neede for making the right "risk-adjusted "investment decision within the shortest possible time. Unique ...
Value at risk calculation and diversification benefits
(Indian Institute of Management Ahmedabad, 2002)
Absrtact
Value at risk provides a single measure in dollars of a firm's potential losses. It makes a statement of the kind: "We are X percent certain that we will not lose more than V doilars in the nest N days". Here ...