A pre-commitment approach to capital requirements for market risk
| Year of publication: |
1995
|
|---|---|
| Authors: | Kupiec, Paul H. ; O'Brien, James M. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Bank capital | Derivative securities |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 95-36 |
| Source: |
Persistent link: https://www.econbiz.de/10005513103