Thesis financial risk management

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A Value at Risk (VaR) calculation is aimed at making a statement of the form “We are X percent certain that we will not lose more than V monetary units in the next N days.” The variable V is the VaR, X is the confidence level, and N is the time horizon (Hull, 2002: 347). The calculation of VaR can be done either on a historical basis which involves engineering a database consisting of the daily movements of all market variables. An alternative is the model-building approach which uses daily updated volatilities and correlations. The results of this approach can be produced quickly by using updating schemes such as exponentially weighted moving average (EWMA) (Hull, 2002: 346-347).

Nathan is the Director of Policy and Research at the UK-based Principles for Responsible Investment. He is responsible for developing and implementing the PRI’s policy work stream, supporting signatories to identify and overcome barriers that currently prevent financial markets from functioning sustainably. Nathan previously led the Investor Group on Climate Change (IGCC) for six years.
Previous to this role, Mr Fabian was head of ESG research at Regnan, a leading provider of environmental, social and corporate governance (ESG) research and engagement in Australia. He has also worked as a senior consultant for Arthur Andersen, as a market analyst at Krone, a German-based telecommunications company and as a corporate governance policy advisor to Senator Penny Wong of Australia.

Thesis financial risk management

thesis financial risk management

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