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| Reference | Title | Link |
| Kemp, M.H.D. (2009a) | The VaR vs Tail VaR Mindset | here |
Summary
"VaR vs Tail VaR Mindsets
(a) What is the difference between VaR ('Value-at-Risk') and TVaR ('Tail Value-at-Risk')?
(b)What are the underlying mindsets and which one is more suitable for capital adequacy?
(c)Example implications" |
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