THINKING COHERENTLY - Generalised scenatios rather than VAR should be used when calculating regulatory capital
| Year of publication: |
1997
|
|---|---|
| Authors: | Artzner, Philippe ; Delbaen, Freddy ; Eber, jean-Marc ; Heath, David |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 11, p. 68-72
|