Skip to main content

Risk.net poll: Industry divided over plan to scrap VAR

Poll on Basel Committee proposal to ditch VAR attracts close to 1,000 votes - with a narrow victory for critics of the metric

Divided

A poll of Risk.net readers shows a sharp divide over the Basel Committee on Banking Supervision's proposal to use expected shortfall to calculate trading book capital requirements, instead of the long-standing value-at-risk metric.

The poll asked readers if they agreed with the proposal, and the 992 respondents were split almost evenly: 54% were in favour, with 46% against.

VAR has attracted

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Want to know what’s included in our free membership? Click here

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here