Manh Ha Tran
Banking Academy of Vietnam
Dr. Manh Ha Tran is currently the Head of Academic Affairs at Banking Academy of Vietnam. He received his MSc degree in Finance at Durham University and a PhD degree in Finance at Aston University, United Kingdom. His research interests include financial risk management, corporate finance, international economics and financial markets.
The authors investigate the forecasting ability of bank VaR estimates around the 2007-9 financial crisis using daily data from seven international banks, finding systemic overstating of VaR either side of the financial crisis and mixed performance during…