Commentary on 3 papers on issues in value-at-risk modeling and evaulation
Year of publication: |
1998
|
---|---|
Authors: | Hirtle, Beverly |
Published in: |
Economic Policy Review. - Federal Reserve Bank of New York. - 1998, Oct, v.4, no.3, p. 125-128
|
Publisher: |
Federal Reserve Bank of New York |
Subject: | Bank capital | Risk | Bank investments |
-
Bank capital and equity investment regulations: a comparative analysis
Santos, João Cabral dos, (1996)
-
Value at risk: a new methodology for measuring portfolio risk
Hopper, Gregory P., (1996)
-
Specialization, risk, and capital in banking
Kimball, Ralph C., (1997)
- More ...
-
Bank holding company dividends and repurchases during the financial crisis
Hirtle, Beverly, (2014)
-
Regulatory minimum capital standards for banks: current status and future prospects
Hendricks, Darryll, (1997)
-
The capital and loss assessment under stress scenarios (CLASS) model
Hirtle, Beverly, (2014)
- More ...