A word of caution on calculating market-based minimum capital risk requirements
| Year of publication: |
2000
|
|---|---|
| Authors: | Brooks, C. ; Clare, A.D. ; Persand, G. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 24.2000, 10, p. 1557-1574
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