Value at risk and precommitment: approaches to market risk regulation

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 4, "Incentive-compatible regulations: views on the precommitment approach." 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:	Daripa, Arupratan ; Varotto, Simone
Published in:	Economic Policy Review. - Federal Reserve Bank of New York. - 1998, Oct, v.4, no.3, p. 137-143
Publisher:	Federal Reserve Bank of New York
Subject:	Bank capital \| Risk

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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/10005373010