Is there a financial ratio that can be used to measure Market Risk?

King Carl Tornam Duho @King_Carl_Tornam_Duho

01 January 1970 1 2K Report

Basel I,II,III

Financial Ratio Analysis

Dear King CARL TORNAM Duho,

I suggest you to explore more sophisticated techniques such as VaR and CVaR to measure market risk. Financial ratios are no longer popular among practitioners.

Best,

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