VALUATION - SEC Market-Risk Disclosures: Enhancing Comparability - A methodology is presented to compute value-at-risk and sensitivity measures of market risk from SEC tabular disclosures.
Year of publication: |
2001
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Authors: | Hodder, Leslie ; McAnally, Mary Lea |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 2, p. 62-79
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