Subject category:
Finance, Accounting and Control
Published by:
Ivey Publishing
Version: 2003-01-07
Length: 18 pages
Data source: Field research
Abstract
The Ontario Teachers'' Pension Plan Board, Canada''s largest pension fund with over $40 billion in assets, had just listened to a presentation addressing a method for identifying and controlling the pension fund''s exposure to market risks known as Value At Risk. The Board needed to understand what Value At Risk represented, what assumptions went into the risk management systems and how it might impact on policy decisions. This case introduces students to the risk management of investment portfolios, highlighting benefits and limitations.
Subject category:
Finance, Accounting and Control
Published by:
Ivey Publishing
Version: 2001-06-01
Length: 12 pages
Data source: Field research
About
Abstract
The Ontario Teachers'' Pension Plan Board, Canada''s largest pension fund with over $40 billion in assets, had just listened to a presentation addressing a method for identifying and controlling the pension fund''s exposure to market risks known as Value At Risk. The Board needed to understand what Value At Risk represented, what assumptions went into the risk management systems and how it might impact on policy decisions. This case introduces students to the risk management of investment portfolios, highlighting benefits and limitations.
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Subject category:
Finance, Accounting and Control
Published by:
Ivey Publishing
Version: 2001-06-01
Length: 12 pages
Data source: Field research