Sunggon Kim

Dec 13, 2024 | mdpi.com | Sunggon Kim

1. IntroductionValue at Risk (VaR) and Expected Shortfall (ES) are two widely used risk measures in financial institutions to assess the potential loss in value of an asset or a portfolio over a given time period. VaR represents the maximum potential loss over a specified time period at a given confidence level. It tells the worst-case loss that will not be exceeded at a certain level of confidence.

Nov 4, 2024 | mdpi.com | Soeun Kim |Sunggon Kim |Hwajung Kim

All articles published by MDPI are made immediately available worldwide under an open access license. No special permission is required to reuse all or part of the article published by MDPI, including figures and tables. For articles published under an open access Creative Common CC BY license, any part of the article may be reused without permission provided that the original article is clearly cited. For more information, please refer to https://www.mdpi.com/openaccess.

Aug 30, 2024 | mdpi.com | Manish Kumar |Sunggon Kim

All articles published by MDPI are made immediately available worldwide under an open access license. No special permission is required to reuse all or part of the article published by MDPI, including figures and tables. For articles published under an open access Creative Common CC BY license, any part of the article may be reused without permission provided that the original article is clearly cited. For more information, please refer to https://www.mdpi.com/openaccess.

Aug 26, 2024 | mdpi.com | Sunggon Kim |Hwajung Kim

All articles published by MDPI are made immediately available worldwide under an open access license. No special permission is required to reuse all or part of the article published by MDPI, including figures and tables. For articles published under an open access Creative Common CC BY license, any part of the article may be reused without permission provided that the original article is clearly cited. For more information, please refer to https://www.mdpi.com/openaccess.

Aug 14, 2024 | arxiv.org | Sunggon Kim

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