Building a coherent risk measurement and capital optimisation model for financial firms

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 5, "International capital allocation at financial institutions." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.

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Year of publication:	1998
Authors:	Shepheard-Walwyn, Tim ; Litterman, Robert
Published in:	Economic Policy Review. - Federal Reserve Bank of New York. - 1998, Oct, v.4, no.3, p. 171-182
Publisher:	Federal Reserve Bank of New York
Subject:	Risk \| Econometric models \| Bank capital \| Financial institutions

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Notes:	Published in Financial services at the crossroads: capital regulation in the twenty-first century
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005373019