Other publications may include books, quarterly reviews, annual reports and economic bulletins from the ECB, PhD theses and Danmarks Nationalbank’s policies.
Value-at-Risk as a Measure of Danmarks Nationalbank's Market Risk
The predominant method for quantifying the market risk of financial enterprises is Value-at-Risk (VaR). Danmarks Nationalbank applies Value-at-Risk in connection with overall portfolio decisions and the ongoing monitoring of Danmarks Nationalbank's market risk. The method cannot stand alone, however.