College of Administration and Economics

The Department of Banking and Financial Sciences at the College of Administration and Economics, University of Mosul, discussed the master’s thesis tagged ”

Measuring Market Risk Using Value at Risk and its Impact on Growth and Value Portfolios: An Analytical Study in a Sample of Arab Stock Markets.

Part of it was attended by the Assistant President for Scientific Affairs, Prof. Dr. Mounir Salem Taha, and the Dean of the Faculty, Prof. Dr. Thaeir Ahmed Saadoon Al-Samman.

The current study presented by the student “Aziz Mousso Khudida Khalaf” in the Department of Finance and Banking aimed to: embody a clear idea of two basic variables in financial thought, namely value at risk (VaR), and the performance of the investment portfolio, and aimed to measure market risk according to (VaR) and its impact on the performance of both growth and value portfolios.
The study concluded to conclusions, including: the existence of a significant impact of risk for the market (market index risk) in both the return, risk and performance of growth portfolios and market value of Iraq and Jordan Securities, but its impact on the Iraqi market was more severe during the study period.

The discussion committee was headed by Prof. Dr. Rafia Ibrahim Al-Hamdani, and the membership of Assistant Professor Dr. Abdul Razzaq Khader Hassan from the Northern Technical University / Technical Institute – Hawija, and Assistant Professor Dr. Hala Sami Khudair, under the supervision and membership of Assistant Professor Dr. Doaa Noman Al-Husseini.