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Review / Federal Reserve Bank of St. Louis
Federal Reserve Bank of St. Louis - St. Louis, Mo. - 1.1919 -
Persistent link: https://www.econbiz.de/10000358848
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Financial risk : theory, evidence and implications ; proceedings of the 11th annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Stone, Courtenay C. (contributor) - 1989
Persistent link: https://www.econbiz.de/10000769878
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Federal Reserve Bank of St. Louis review
Federal Reserve Bank of St. Louis - St. Louis, Mo. : Research Div. of the Fed. Reserve Bank … - Nachgewiesen 49.1967 -
Persistent link: https://www.econbiz.de/10001378895
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Channels of monetary policy : proceedings of the Nineteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3
Persistent link: https://www.econbiz.de/10001187699
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Reforming social security in theory and practice : proceedings of a symposium held at the Federal Reserve Bank of St. Louis, April 11, 1997
Pollard, Patricia S. (contributor) - In: Review / Federal Reserve Bank of St. Louis 80 (1998) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10001247363
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Money stock measurement : history, theory and implications ; proceedings of the Eighteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
In: Review / Federal Reserve Bank of St. Louis 76 (1994) 2
Persistent link: https://www.econbiz.de/10001169245
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Quantile-VaR is the wrong measure to quantify market risk for regulatory purposes
Jaschke, Stefan R. - 2001
Starting from the objective of banking supervision - to minimize the overall costs of banking to the general public - we show that the current standard of quantifying market risk is flawed. It is perfectly aligned with the interests of banks' shareholders and management, but not with the...
Persistent link: https://www.econbiz.de/10009614286
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The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximations
Jaschke, Stefan R. - 2001
Qualitative and quantitative properties of the Cornish-Fisher-Expansion in the context of Delta-Gamma-Normal approaches to the computation of Value at Risk are presented. Some qualitative deficiencies of the Cornish-Fisher-Expansion - the monotonicity of the distribution function as well as...
Persistent link: https://www.econbiz.de/10009614287