Excepción a la regla
Valor en riesgo
Creados por la división de riesgo de JP Morgan en 1994, los modelos de valor en riesgo (VAR) se convirtieron rápidamente en el sistema de facto de medición y seguimiento para las instituciones financieras que querían gestionar el riesgo de posición de negocio. Los supervisores prudenciales no tardaron en apreciar sus ventajas, y el Comité de Supervisión Bancaria de Basilea incorporó oficialmente la utilización de los modelos VAR como elemento central de sus normas de adecuación de capital para
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