Value at risk and precommitment: approaches to market risk regulation
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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